{"id":248,"date":"2022-04-28T21:03:53","date_gmt":"2022-04-28T21:03:53","guid":{"rendered":"\/wolfram-u\/?post_type=courses&#038;p=248"},"modified":"2026-06-17T20:29:10","modified_gmt":"2026-06-17T20:29:10","slug":"portfolio-and-investment-optimization-fin025","status":"publish","type":"courses","link":"https:\/\/www.wolfram.com\/wolfram-u\/courses\/finance\/portfolio-and-investment-optimization-fin025\/","title":{"rendered":"Optimization of Portfolios and Investments"},"content":{"rendered":"<p>There are many ways to optimize portfolios. In this video lesson, you will use built-in Wolfram Language functions to create optimal asset mixes for portfolios with certain sets of risk tolerance. The optimization functions used in the demonstrated analysis include quadratic optimization, conic optimization, linear optimization, linear fractional optimization and second-order cone optimization. The lesson also discusses performance metrics, such as asset correlation and forecasted returns, to evaluate a portfolio.<\/p>","protected":false},"excerpt":{"rendered":"There are many ways to optimize portfolios. In this video lesson, you will use built-in Wolfram Language functions to create optimal asset mixes for portfolios with certain sets of risk tolerance. The optimization functions used in the demonstrated analysis include quadratic optimization, conic optimization, linear optimization, linear fractional optimization and second-order cone optimization. The lesson also discusses performance metrics, such as asset correlation and forecasted returns, to evaluate a portfolio.","protected":false},"featured_media":821,"parent":0,"template":"","meta":{"footnotes":""},"course_format":[22],"class_list":["post-248","courses","type-courses","status-publish","has-post-thumbnail","hentry"],"_links":{"self":[{"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/courses\/248"}],"collection":[{"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/courses"}],"about":[{"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/types\/courses"}],"version-history":[{"count":3,"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/courses\/248\/revisions"}],"predecessor-version":[{"id":4559,"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/courses\/248\/revisions\/4559"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/media\/821"}],"wp:attachment":[{"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/media?parent=248"}],"wp:term":[{"taxonomy":"course_format","embeddable":true,"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/course_format?post=248"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}