Name: Portfolio Optimization - Maximum Sharpe vs. minimum volatility
Uploaded: 2022-12-13T00:00:00Z
Description: In this last chapter, you learn how to create optimal portfolio weights, using Markowitz’ portfolio optimization framework. You’ll learn how to find the optimal weights for the desired level of risk or return. Lastly, you’ll learn alternative ways to calculate expected risk and return, using the most recent data only.