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Finance: Portfolio Diversification with Graph Theory

Sufficiently diversifying a portfolio is an important part of smart investing. This course assesses diversification by using graph theory. Correlation values are used to inform connections on a graph, which are then used to determine asset allocation.

Level: Intermediate

This course requires a basic knowledge of graph theory and some experience with Mathematica.

On Demand
This course is available on demand (39:19) Free
Live
This course is not currently scheduled.

Outline

  • Using diversification in risk management
  • Cumulative returns and diversification strategy
  • Diversifying with low and negative return correlations
  • Using graph theory to visualize correlation information