Investment Portfolio Optimization with Excel & R

Course Overview

What does this course tell? (Please note that the following overview content is from the original platform) Understand and Operationalize Markowitz´s Portfolio Theory with Excel´s Solver Add-in & R´s fPortfolio Package


What youll 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)

Would you like to be able to optimize asset portfolios using market data to maximize the expected return per unit of risk?
That´s precisely what you will learn in this course [Investment Portfolio Optimization in Excel and R] My name is Carlos Martinez I have a PhD in Management from the University of St Gallen in Switzerland I have presented my research at some of the most prestigious academic conferences and doctoral colloquiums at the University of Tel Aviv Politecnico di Milano University of Halmstad and MIT Furthermore I have co-authored more than 25 teaching cases some of them included in the case bases of Harvard and Michigan
This is a very comprehensive course that includes presentations tutorials and assignments The course has a practical approach based on the
learning-by-doing method
in which we will build an optimal portfolio from the real prices of 20 companies In addition to the videos you will have access to all the Excel files and R codes that we will develop in the videos and to
the solutions of the eight assignments
included in the course with which you will self-evaluate and gain confidence in your new skills
After a brief introduction to the theoretical framework we will illustrate all the concepts of the theory with a portfolio of two assets with which we will elaborate the efficient frontier and estimate the optimal portfolio and the capital market line Then we will extrapolate these learnings to a portfolio of 20 assets and
estimate the weights of a portfolio that maximizes the expected return per unit of risk
Once we know portfolio theory in-depth we will have earned the right to use
R´s fPortafolio package
with which we will be able to
automate all the vector algebra procedures
using R´s computational power
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 The course
includes an introduction to vector algebra
so the only requirement for the course is a basic knowledge of spreadsheets and R
I hope you are ready to upgrade yourself and learn to optimize investment portfolios with excel and R I´ll see you in class!
We considered the value of this course from many aspects, and finally summarized it for you from two aspects: skills and knowledge, and the people who benefit from it: (Please note that our content is optimized through artificial intelligence tools and carefully reviewed by our editorial staff.) What skills and knowledge will you acquire during this course? During this course, the learner will acquire the following skills and knowledge: 1. Understand and operationalize Markowitz's Portfolio Theory. 2. Optimize for the highest Sharpe ratio in a real data portfolio using Excel's Solver Add-in and R's fPortfolio package. 3. Calculate variance and Sharpe ratio for a twenty-asset portfolio. 4. Compute covariance and correlation of two assets. 5. Calculate Value at Risk (VaR) of a portfolio. 6. Learn basic vector algebra, specifically matrix multiplication. 7. Gain practical experience through presentations, tutorials, and assignments. 8. Build an optimal portfolio using real prices of 20 companies. 9. Access to all Excel files and R codes developed in the course. 10. Self-evaluate and gain confidence through eight assignments. 11. Extrapolate learnings to a portfolio of 20 assets and estimate weights for a portfolio that maximizes expected return per unit of risk. 12. Utilize R's fPortfolio package to automate vector algebra procedures. 13. Suitable for university students and professionals in numerical areas interested in pursuing a career as financial analysts or investing in risk assets. 14. Introduction to vector algebra, with a basic knowledge of spreadsheets and R as the only requirement. Who will benefit from this course? The course "Investment Portfolio Optimization with Excel & R" will benefit university students and professionals in numerical areas who are interested in pursuing a career as financial analysts or investing in risk assets. The course is suitable for individuals who have a basic knowledge of spreadsheets and R.