Portfolio Optimization
The video demonstrates how to use Excel to optimize the weights of stocks using the Markowitz model and Solver to maximize the expected Sharpe ratio of a portfolio. Additionally, it demonstrates how to determine how much of an investors portfolio should be placed in the optimal risky portfolio vs. the risk-free asset.
Видео Portfolio Optimization канала Shane Van Dalsem
Видео Portfolio Optimization канала Shane Van Dalsem
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