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.
This course requires a basic knowledge of graph theory and some experience with Mathematica.
|This course is available on demand (39:19)||Free|
|This course is not currently scheduled.|
- Using diversification in risk management
- Cumulative returns and diversification strategy
- Diversifying with low and negative return correlations
- Using graph theory to visualize correlation information