Efficient Portfolio Frontier explained: two stocks (Excel)
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- Опубликовано: 23 сен 2020
- The Efficient Portfolio Frontier (EPF) model developed by Harry Markowitz in 1952 is the foundation of modern portfolio theory and investment management. Today we are studying the basics of the model by considering the two-stock case and learning how various combinations of stocks in the portfolio contribute to its investment properties: expected return and risk.
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You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
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I found this channel week ago and thanks for videos sir🙏
I am learning it everyday. Thank you for making these videos!
Hey! Really interesting video. Thanks for sharing different finance videos. Can you make a video on application of Bayseian statistics in finance..Thanks in advance
Hi Pranay, and glad you liked the videos! Thanks for the suggestion, it is a pretty niche topic, but maybe I will make a video on Bayesian estimations sometime in the future! Stay tuned for more content :)
How did you create the plot? with colored dots for each stock?
Great videos! Thanks, Savva.
Could you recommend or post somewhere the list of the books on fundamentals in finance markets, including basics, analytical models, and Python tools?
Hi Artem, and glad you are enjoying the channel!
You can find a lot of materials in the "papers" folder via the Google Drive (link in the pinned comment).
@@NEDLeducation Thanks!
Can you make tutorial How to split portofolio winner and loser in excel? Use cumulative abnormal return
Hi, and thanks for the suggestion! I will definitely get to factor portfolio construction in Excel at some point in the future, including the momentum portfolio construction.