Modern portfolio theory, which has its origins in the work of Harry Markowitz, John Lintner, Jan Mossin, and William Sharpe, represents one of the great advances in finance. Intrinsic Value's training seminar in that area implements some of the ideas of these researchers and shows the participant how to compute the standard portfolio problems in finance. The seminar makes intensive use of Excel's matrix functions and data tables.

 

Intrinsic Value's training seminar in portfolio models includes, among others, the following topics:

􀂅  Portfolio Models — Introduction.

􀂅  Calculating the Variance-Covariance Matrix.

􀂅  Calculating Efficient Portfolios When There Are No Short-Sale Restrictions.

􀂅  Estimating Betas and the Security Market Line.

􀂅  Efficient Portfolios without Short Sales.

􀂅  Value at Risk (VaR).