Learn to assess investment portfolio diversification using graph theory. Correlation values are used to inform connections and to determine asset allocation.
Summary
Sufficiently diversifying a portfolio is an important part of smart investing. This class uses graph theory to assess diversification. Correlation values are used to inform connections on graphs, which are then used to determine asset allocation. This class requires a basic knowledge of graph theory and some experience with the Wolfram Language.
Featured Products & Technologies: Mathematica, Wolfram Language, Wolfram Notebooks
You'll Learn To
Evaluate diversification in risk management
Quantify cumulative returns and diversification strategy
Diversify with low and negative return correlations
Use graph theory to visualize correlation information
Summary
Sufficiently diversifying a portfolio is an important part of smart investing. This class uses graph theory to assess diversification. Correlation values are used to inform connections on graphs, which are then used to determine asset allocation. This class requires a basic knowledge of graph theory and some experience with the Wolfram Language.
Featured Products & Technologies: Mathematica, Wolfram Language, Wolfram Notebooks
You'll Learn To
Evaluate diversification in risk management
Quantify cumulative returns and diversification strategy
Diversify with low and negative return correlations
Use graph theory to visualize correlation information
