Investment Portfolio Optimization with Excel & R | LIMITED TIME

 

What you'll learn

• Optimize for the highest Sharpe ratio in a real data portfolio using Excel´s Solver Add-in and R´s fPortfolio package
• Understand and Operationalize Markowitz´s Portfolio Theory
• Calculate Variance and Sharpe ratio for a twenty-asset portfolio
• Compute Covariance and Correlation of two assets
• Calculate Value at Risk (VaR) of a Portfolio
• Learn basic Vector Algebra (Matrix Multiplication)

Requirements

• The course includes an introduction to vector algebra so the only requirement for the course is a basic knowledge of spreadsheets and R.

Who this course is for:

• The ideal students of this course are university students and professionals in numerical areas interested in pursuing a career as financial analysts or investing in risk assets.

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