Optimize Portfolios using the Markowitz Model

This webinar introduces Modern Portfolio Theory and the importance of mean-variance analysis in finance. It covers the mathematics of portfolio optimization, expected returns, variances, and covariances. Participants will learn to construct efficient frontiers and implement the Markowitz model in R, from loading return data to optimizing portfolios and interpreting risk-return trade-offs.

Main Sections

03:53 Introduction to modern portfolio theory
09:34 Estimate expected returns
18:57 Estimate the variance-covariance matrix
21:01 Calculate portfolio returns & volatility
26:04 Calculate the minimum variance portfolio
35:02 Calculate the efficient frontier

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