A faster way to calculate portfolio risk, and remember it too | Financial Modeling Tutorial
A financial modeling tutorial on calculating portfolio risk using a bordered covariance matrix instead of formula notation for portfolio variance and portfolio standard deviation using Excel in Quant 101.
For the video transcript and Excel formulas see:
https://factorpad.com/fin/quant-101/c...
For the outline to the series see:
https://factorpad.com/fin/quant-101/q...
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01:18 - Outline
01:53 - Step 1 - The Problem with Portfolio Risk
03:30 - Step 2 - Calculate Portfolio Variance
12:05 - Step 3 - Derive Portfolio Standard Deviation
13:04 - Step 4 - Portfolio Risk and Rebalancing
15:34 - Step 5 - Next: Covariance matrix
See what else you can learn at:
https://factorpad.com
Happy Learning!
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