Mean, Variance, Standard Deviation and Correlation- While making an investment decision, it is important to assess the risk/return profile of any invest...

## COURSE

## Understanding Portfolio Math

This learning series covers the fundamental math concepts required for managing a portfolio of assets.

- The concept of Efficient Frontier was first introduced by Harry Markowitz in his paper on Portfolio ...
- One problem with using futures contracts to hedge a portfolio of spot assets, is that a perfect futu...
- Correlation is a familiar concept used to describe the strength of the relationship between variable...
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- Value-at- Risk (VaR) is a general measure of risk developed to equate risk across products and to ag...
- Let us consider two assets A and B with the following details: ||||| |--- |--- |--- |--- | ||Mean|S...
- Earlier we looked at calculating the probability of beating a fixed target. Now we will look at calc...

## LESSONS

Constructing an Efficient Frontier

Minimum Variance Hedge Ratio

What is Serial Correlation (Autocorrelation)?

Diversification and Portfolio Risk

Value at Risk (VaR) of a Portfolio

Probability of One Portfolio Outperforming Another...

Probability of Attaining a Return Goal