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In Quants & Algo

Portfolio Risk Minimization through OLS Regression

  • Advanced
  • English
  • 8 Learners
  • Validity: 3 years
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Course Highlights

  • 3 Videos
  • 25 mins of Content(approx)

Introduction

Portfolio Risk Optimization through OLS Regression,  is a 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 of  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.

What Will You Learn?

This programme will :

  • Introduce the learners to  how the aggregate financials provide efficient information for the stock price prediction by the use of  the regression tool
  • Enable the participants to  know how to determine whether the underline variable is truly defining the stock price movements
  • Help the students to learn about the process by which  OLS (ordinary least square) regression help in establishing the relationships between the stock prices and the internal aggregate accounting variables
  • Facilitate the participants to learn How the risk of “regression residuals” can be used for portfolio risk optimization purposes

Topics Covered

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

Intended Participants

  • Economics Honours Students 
  • Statistics Honours Students
  • Other Quantitative Discipline Students
  • Anyone having a basic knowledge of statistics and wanting to know how to optimize their portfolio risk 

No preview video is available at this moment

Discussions

    Portfolio Risk Minimization through OLS Regression
    Rohit  Malhotra

    Instructed By

    Rohit Malhotra

    590

    *incl. of Taxes

    This course is no longer available
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