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Bekhruzbek Ochilov, MCSI, PAGRC

В этом курсе-проекте продолжительностью 1 час вы получите следующие навыки: вычисление ковариации и корреляции двух активов, вычисление дисперсии и коэффициента Шарпа для портфеля из двух активов, использование модели Марковица для получения максимального коэффициента Шарпа в портфеле из двух активов.

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В этом курсе-проекте продолжительностью 1 час вы получите следующие навыки: вычисление ковариации и корреляции двух активов, вычисление дисперсии и коэффициента Шарпа для портфеля из двух активов, использование модели Марковица для получения максимального коэффициента Шарпа в портфеле из двух активов.

Примечание. Этот курс изначально создан для учащихся из Северной Америки. На данный момент мы адаптируем его и для других регионов.

Контент данного курса не является инвестиционной рекомендацией.

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Syllabus

Оптимизация портфеля с помощью модели Марковица
В этом курсе-проекте продолжительностью 1 час вы получите следующие навыки: вычисление ковариации и корреляции двух активов, вычисление дисперсии и коэффициента Шарпа для портфеля из двух активов, использование модели Марковица для получения максимального коэффициента Шарпа в портфеле из двух активов.

Good to know

Know what's good
, what to watch for
, and possible dealbreakers
Курс предназначен для начинающих в инвестировании
Использует модель Марковица, которая является распространенным инструментом в отрасли управления инвестициями

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Activities

Be better prepared before your course. Deepen your understanding during and after it. Supplement your coursework and achieve mastery of the topics covered in Оптимизация портфеля с помощью модели Марковица with these activities:
Сбор ресурсов по модели Марковица
Сбор и организация материалов по модели Марковица поможет вам систематизировать свои знания и облегчить их усвоение.
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  • Соберите статьи, видео и другие материалы по модели Марковица.
  • Организуйте материалы в папках или с помощью цифровых инструментов.
  • Просматривайте материалы регулярно, чтобы освежить память.
Расчет ковариации и корреляции
Выполняя практические упражнения по расчету ковариации и корреляции, вы укрепите свое понимание этих основополагающих концепций.
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  • Найдите ковариацию и корреляцию двух наборов данных.
  • Интерпретируйте результаты своих расчетов.
  • Сравните свои результаты с результатами одноклассников, чтобы получить обратную связь.
Расчет дисперсии и Коэффициента Шарпа
Отработка расчета дисперсии и Коэффициента Шарпа поможет вам лучше понять эти показатели риска и доходности.
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  • Рассчитайте дисперсию портфеля из двух активов.
  • Рассчитайте Коэффициент Шарпа портфеля из двух активов.
  • Проанализируйте результаты своих расчетов и сделайте выводы.
Three other activities
Expand to see all activities and additional details
Show all six activities
Дискуссионный форум по модели Марковица
Участвуя в дискуссионном форуме по модели Марковица, вы сможете поделиться своими знаниями и получить ценную обратную связь от одноклассников.
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  • Опубликуйте вопрос или комментарий на форуме по модели Марковица.
  • Отвечайте на вопросы и комментарии других участников.
  • Обсуждайте различные аспекты модели Марковица и делитесь своими идеями.
Объяснение модели Марковица
Создание собственного объяснения модели Марковица поможет вам глубже вникнуть в ее концепции и принципы применения.
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  • Напишите краткое изложение модели Марковица, используя своими словами.
  • Приведите пример того, как можно использовать модель Марковица для создания эффективного портфеля.
  • Поделитесь своим объяснением с одноклассниками и получите их отзывы.
Имитация и оптимизация портфеля в Excel
Следуя инструкциям по имитации и оптимизации портфеля в Excel, вы приобретете практические навыки, необходимые для применения модели Марковица в реальных условиях.
Show steps
  • Найдите онлайн-учебники или руководства по имитации и оптимизации портфеля в Excel.
  • Следуйте инструкциям, чтобы создать собственный симулятор и оптимизатор портфеля.
  • Протестируйте свой симулятор и оптимизатор на различных наборах данных.

Career center

Learners who complete Оптимизация портфеля с помощью модели Марковица will develop knowledge and skills that may be useful to these careers:
Portfolio Manager
A Portfolio Manager is a finance professional who manages portfolios of investments, such as stocks, bonds, and other financial instruments, on behalf of individuals and organizations. This course can help build a foundation for a career as a Portfolio Manager by providing knowledge of portfolio optimization techniques, such as the Markowitz model, which are essential for making informed investment decisions. The course also covers the calculation of covariance and correlation, which are important concepts for understanding the risk and return characteristics of different investments.
Financial Analyst
A Financial Analyst is a professional who provides financial advice and recommendations to individuals and organizations. This course can help build a foundation for a career as a Financial Analyst by providing knowledge of portfolio optimization techniques, such as the Markowitz model, which are used to evaluate and select investments. The course also covers the calculation of covariance and correlation, which are important concepts for understanding the risk and return characteristics of different investments.
Investment Analyst
An Investment Analyst is a professional who researches and evaluates different investment opportunities for individuals and organizations. This course can help build a foundation for a career as an Investment Analyst by providing knowledge of portfolio optimization techniques, such as the Markowitz model, which are used to select and manage investments. The course also covers the calculation of covariance and correlation, which are important concepts for understanding the risk and return characteristics of different investments.
Risk Analyst
A Risk Analyst is a professional who assesses and manages financial risks for individuals and organizations. This course can help build a foundation for a career as a Risk Analyst by providing knowledge of portfolio optimization techniques, such as the Markowitz model, which are used to mitigate investment risks. The course also covers the calculation of covariance and correlation, which are important concepts for understanding the risk and return characteristics of different investments.
Quantitative Analyst
A Quantitative Analyst is a professional who uses mathematical and statistical models to analyze and predict financial markets. This course can help build a foundation for a career as a Quantitative Analyst by providing knowledge of portfolio optimization techniques, such as the Markowitz model, which are used to develop trading strategies. The course also covers the calculation of covariance and correlation, which are important concepts for understanding the risk and return characteristics of different investments.
Data Scientist
A Data Scientist is a professional who uses data to solve business problems. This course may be useful for a Data Scientist who wants to specialize in financial data analysis. The course covers the calculation of covariance and correlation, which are important concepts for understanding the relationships between different financial variables.
Software Engineer
A Software Engineer is a professional who designs, develops, and maintains software systems. This course may be useful for a Software Engineer who wants to specialize in financial software development. The course covers the calculation of covariance and correlation, which are important concepts for understanding the relationships between different financial variables.
Actuary
An Actuary is a professional who uses mathematical and statistical models to assess and manage financial risks. This course may be useful for an Actuary who wants to specialize in investment risk management. The course covers the calculation of covariance and correlation, which are important concepts for understanding the risk and return characteristics of different investments.
Economist
An Economist is a professional who studies the economy and makes predictions about its future performance. This course may be useful for an Economist who wants to specialize in financial economics. The course covers the calculation of covariance and correlation, which are important concepts for understanding the relationships between different economic variables.
Statistician
A Statistician is a professional who collects, analyzes, and interprets data. This course may be useful for a Statistician who wants to specialize in financial data analysis. The course covers the calculation of covariance and correlation, which are important concepts for understanding the relationships between different financial variables.
Operations Research Analyst
An Operations Research Analyst is a professional who uses mathematical and statistical models to solve business problems. This course may be useful for an Operations Research Analyst who wants to specialize in financial operations. The course covers the calculation of covariance and correlation, which are important concepts for understanding the relationships between different financial variables.
Market Research Analyst
A Market Research Analyst is a professional who conducts research to understand market trends and consumer behavior. This course may be useful for a Market Research Analyst who wants to specialize in financial markets. The course covers the calculation of covariance and correlation, which are important concepts for understanding the relationships between different financial variables.
Business Analyst
A Business Analyst is a professional who helps businesses improve their performance by analyzing data and identifying areas for improvement. This course may be useful for a Business Analyst who wants to specialize in financial analysis. The course covers the calculation of covariance and correlation, which are important concepts for understanding the relationships between different financial variables.
Financial Advisor
A Financial Advisor is a professional who provides financial advice and recommendations to individuals and organizations. This course may be useful for a Financial Advisor who wants to specialize in portfolio management. The course covers the calculation of covariance and correlation, which are important concepts for understanding the risk and return characteristics of different investments.
Insurance Agent
An Insurance Agent is a professional who sells insurance policies to individuals and organizations. This course may be useful for an Insurance Agent who wants to specialize in financial planning. The course covers the calculation of covariance and correlation, which are important concepts for understanding the risk and return characteristics of different investments.

Reading list

We've selected 11 books that we think will supplement your learning. Use these to develop background knowledge, enrich your coursework, and gain a deeper understanding of the topics covered in Оптимизация портфеля с помощью модели Марковица.
This advanced textbook provides a rigorous mathematical treatment of portfolio selection theory, including the Markowitz model. It is suitable for researchers and advanced students seeking a deep understanding of the subject.
This comprehensive textbook covers a wide range of topics in risk and portfolio management, including portfolio optimization using the Markowitz model. It provides a practical and accessible introduction to the subject for students and practitioners.
This widely used textbook provides a comprehensive overview of investment principles and practices, including portfolio optimization and risk management. It is suitable for students and professionals seeking a general understanding of the investment landscape.
While not directly focused on portfolio optimization, this classic investment book provides valuable insights into the principles of value investing and risk management. It offers a timeless perspective on the investment process and is highly recommended for all investors.
This advanced textbook offers a detailed and rigorous treatment of modern portfolio theory, including the Markowitz model and its applications in investment management. It is suitable for graduate students and researchers seeking a thorough understanding of the subject.
This advanced textbook provides a comprehensive overview of derivatives markets, including their pricing and risk management. While not directly focused on portfolio optimization, it offers valuable insights for investors seeking to use derivatives to enhance their portfolios.
This advanced textbook provides a rigorous mathematical treatment of investment science, including portfolio optimization and risk management. It is suitable for researchers and advanced students seeking a deep understanding of the subject.
This classic investment book provides a unique perspective on the theory of investment value, emphasizing the importance of understanding the intrinsic value of assets. While not directly focused on portfolio optimization, it offers valuable insights for investors seeking to make informed investment decisions.
This classic investment book provides a comprehensive overview of security analysis and portfolio management, emphasizing the principles of value investing. While not directly focused on portfolio optimization, it offers valuable insights for investors seeking to build a diversified and risk-managed portfolio.

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