Calculating the Minimum Portfolio Risk in Excel (Global Minimum Variance Portfolio)

The Global Minimum Variance Portfolio (GMVP) represents the minimum risk possible in a portfolio of assets. This can be identified by adjusting the weightings of the component stocks as part of a Minimum Variance Optimization and then using Excel Solver to pinpoint the GMVP. This Excel tutorial takes you through the whole process step by step.
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This is Episode 25 in the Darwinex 'Institutional-Grade Risk Management Techniques' Playlist: • Institutional-Grade Ri...
Video Contents:
00:00 Minimizing Risk in a Portfolio
00:24 Why Darwinex?
01:19 Conceptual model of Global Minimum Variance Portfolio
01:55 Calculating the GMVP in Excel
05:38 Summary and Next Episodes
Content Disclaimer: Past performance is not a reliable indicator of future results. The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice.
Risk disclosure: www.darwinex.com/legal/risk-d...

[@kfirkoren8953]

Hi Martyn, I want to thank you about this series of lectures its really helps me and gave me the knowledge of how to setup my risks when I am now combining me strategy into 1 protfolio in future's and gives me a few new idea of how using corrolation to switch assets dynamicly. Thanks Koren kfir , Israel.

[@TradeLikeAMachine]

My pleasure. Thank you for feeding back.

[@subarkahsubarkah4775]

I studied all of these stuffs (MPT: Capital Allocation Line, Efficient Frontier, etc) when I took my postgraduate without knowing how to apply this theory in the real trade/investment, hahaa..😅 With your explanation, suddenly everything is clear. Many many thanks, Martyn..

[@TradeLikeAMachine]

Brilliant to hear. Thank you for feeding back :)

[@leonjbr]

Nice technique.

[@TradeLikeAMachine]

Thanks Leon

[@guestleather9442]

thank$$$$$$$$$$$