Introduction

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Portfolio Risk Optimization through OLS Regression, short-duration course that benefits the finance students, financial researchers, financial analysts, brokers and investors to understand how the impact of regression techniques can benefit them in understanding the statistical long term relationships between the accounting information and the stock prices. The use OLS regression tool is common in setting almost all financial relationships with market-driven information like stock prices. A small exercise is also planned for the viewers to practice and learn the aspects of the captioned topic faster.

Objective

• This Portfolio Risk Optimization course will introduce how the aggregate financial provide efficient information for the stock price prediction by the use of regression tool
• Second objective will be to know How to determine whether the underline variable is truly defining the stock price movements
• Thirdly, How does the OLS (ordinary least square) regression helps in establishing the relationships between the stock prices and the internal aggregate accounting variables
• Lastly, How the risk of “regression residuals” can be used for portfolio risk optimization purposes

Benefits

The scope of this program is immense since through audio-lecture and slides, the viewers can learn to use the companies historical financial statements in manging their long term portfolio risks. The method will use the optimization tools which are available in Spreadsheets now a days.

Topics Covered

• Portfolio risk optimization
• OLS regression
• Regression coefficients
• Regression error/residual risk
• Test of Normality, Heteroskedasiticity, Autocorrelation and Multicolinearity
• Portfolio optimization (2 Asset case)

Summary

• 25 mins of videos