Investment Portfolio Optimization with Excel & Rstudio

“All strategies and investments involve some degree of risk. No information contained in this product should be construed as a guarantee of profit. ”

Understand and Operationalize Markowitz´s Portfolio Theory with Excel´s Solver Add-in & R´s fPortfolio Package.

Would you like to be able to optimize asset portfolios, using market data to maximize the expected return per unit of risk? That´s precisely what you will learn in this course “Investment Portfolio Optimization in Excel and R.” The course has a practical approach based on the learning-by-doing method in which we will build an optimal portfolio from the real prices of 20 companies. In addition to the videos, you will have access to all the Excel files and R codes that we will develop in the videos and to the solutions of the eight assignments included in the course with which you will self-evaluate and gain confidence in your new skills.

After a brief introduction to the theoretical framework, we will illustrate all the concepts of the theory with a portfolio of two assets, with which we will elaborate the efficient frontier, and estimate the optimal portfolio and the capital market line. Then, we will extrapolate these learnings to a portfolio of 20 assets, and estimate the weights of a portfolio that maximizes the expected return per unit of risk. Once we know portfolio theory in-depth, we will have earned the right to use R´s fPortafolio package, with which we will be able to automate all the vector algebra procedures using R´s computational power.

The ideal students of this course are university students and professionals in numerical areas interested in pursuing a career as financial analysts or investing in risk assets. The course includes an introduction to vector algebra so the only requirement for the course is a basic knowledge of spreadsheets and R.

I hope you are ready to upgrade yourself and learn to optimize investment portfolios with excel and R. I´ll see you in class!

  • Content
  • Advantages
  • Details
Course Content (100% digital)

Learn more about this content creator

Carlos Martinez
1 Hotmarter Year

Carlos is passionate about the teaching case method and has co-authored more than 25 of them in the areas of finance, strategy, operations, and sustainable development. Some of these have been included in the case bases of prestigious Universities such as Harvard and Michigan.

He is an Industrial Engineer and Master in Finance from Central American University. He also has an MBA with honors from INCAE Business School, and a Ph.D. in Management from the University of St. Gallen, Switzerland. Carlos has oriented his research towards the impact of social, environmental, and corporate governance (ESG) information on financial markets. He has also developed studies related to access to entrepreneurial financing in contexts with institutional voids.

His research has been presented at relevant conferences such as the doctoral colloquium of the Alliance for Research on Corporate Sustainability (MIT, USA), the specialized conference “From Start-up to Scale-up” of the Academy of Management (University of Tel-Aviv, Israel ), the third conference on Entrepreneurial Finance (Politecnico de Milano, Italy) and the Annual Congress of the European Accounting Association (Valencia, Spain).

Carlos has co-authored five articles in peer-reviewed journals and two chapters in books from prestigious publishers (Edward Elgar and World Scientific Publishing). His research has been cited by the International Integrated Reporting Council in documents aimed at institutional investors. Additionally, he has been an occasional reviewer of scientific articles for several peer-reviewed journals.

Why buy at Hotmart Marketplace?

Up to 15 days to request a refund

Digital Completion Certificate

Safe payments

Hotmart Support

Access in all devices

Various payment options

How can I access it?

After your purchase, the product will be available in your account

You'll access your product through a link that we'll send to your email. You can also access it on this page.

Frequently Asked Questions

The content of this product does not represent the official opinion or policy of Hotmart. If you see improper information, report it here