Calculating the Minimum Portfolio Risk in Excel (Global Minimum Variance Portfolio)

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United Kingdom Darwinex
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Published on ● Video Link: https://www.youtube.com/watch?v=K9jtjQDJdN0


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The Global Minimum Variance Portfolio (GMVP) represents the minimum risk possible in a portfolio of assets. This can be identified by adjusting the weightings of the component stocks as part of a Minimum Variance Optimization and then using Excel Solver to pinpoint the GMVP. This Excel tutorial takes you through the whole process step by step.

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This is Episode 25 in the Darwinex 'Institutional-Grade Risk Management Techniques' Playlist: https://youtube.com/playlist?list=PLv-cA-4O3y979Ltr9wQ2lRJu1INve3RCM

Video Contents:
00:00 Minimizing Risk in a Portfolio
00:24 Why Darwinex?
01:19 Conceptual model of Global Minimum Variance Portfolio
01:55 Calculating the GMVP in Excel
05:38 Summary and Next Episodes

Content Disclaimer: Past performance is not a reliable indicator of future results. The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice.

Risk disclosure: https://www.darwinex.com/legal/risk-disclaimer



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Tags:
Minimizing Portfolio Risk
Global Minimum Variance Portfolio
Calculating GMVP in Excel
Portfolio Risk Reduction
Excel Solver
GMVP
Excel Tutorial
Minimum Variance Optimization
MVO
Portfolio Risk Excel
Portfolio Weightings
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