Portfolio Risk Minimization through OLS Regression

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.

Objective

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
  • Faciliate the particiapnts  to learn 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-lectures and slides, the viewers can learn to use the companies's  historical financial statements in managing 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, Heteroskedasticity, Autocorrelation , and Multicollinearity
  • Portfolio optimization (2 Asset case)

Intended Participants

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

Summary

  • 3 Videos
  • 25 mins of Content(approx)

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