Course Overview
Sufficiently diversifying a portfolio is an important part of smart investing. This class uses graph theory to assess diversification. Correlation values are used to inform connections on graphs, which are then used to determine asset allocation. This class requires a basic knowledge of graph theory and some experience with the Wolfram Language.
Requirements: This course requires a basic knowledge of graph theory and some experience with Mathematica.
Featured Products & Technologies: Wolfram Language & Wolfram Notebooks (available in Mathematica and Wolfram|One)
You'll Learn To
- Evaluate diversification in risk management
- Quantify cumulative returns and diversification strategy
- Diversify with low and negative return correlations
- Use graph theory to visualize correlation information
