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

What you'll learn

Optimize for the highest Sharpe ratio in a real data portfolio using Excel´s Solver Add-in and R´s fPortfolio package
Undestand and Operationalize Markowitz´s Portfolio Theory
Calculate Variance and Sharpe ratio for a twenty-asset portfolio
Compute Covariance and Correlation of two assets
Calculate Value at Risk (VaR) of a Portfolio
Learn basic Vector Algebra (Matrix Multiplication)