Your application

Please complete the following fields to be considered for this project.

Please fill in this required field.
Please fill in this required field.
Please fill in this required field.
Please fill in this required field.
Please fill in this required field.
How much commitment will you have to this project?
Please fill in this required field.
Are you available to dedicate 1-2 hours per week to the Build Project?
Please fill in this required field.
Your application has been 
successfully submitted!
Explore more projects
Close
There was an error submitting your form. Please try again later or contact us.
Oops! Something went wrong while submitting the form.

This project is no longer accepting applications. Subscribe to our newsletter to be notified of new projects!

Get updates
Construct an Optimization Model for an Investment Portfolio
Minh Le
Minh Le
Get updates
Register today
Apply now

Construct an Optimization Model for an Investment Portfolio

Learn how to structure and create an optimization model and efficient frontier for a portfolio.

Register today
Apply now
Mondays
 at
6:00
P.M.
 ET /
3:00
P.M.
PT
8 weeks, 2-3 hours per week
Beginner
No experience required
No experience required
Some experience required
Degree and experience required

Description

The concept of the frontier forms the basis of portfolio theory, which pertains to how investors seek to build a portfolio that maximizes expected returns while managing a certain level of risk. It aids investors in comprehending the risks and rewards within their portfolios, assessing how they stack up against the most efficient array of portfolios. In the finance field, you're likely to come across discussions on the efficient frontier in finance research papers or on financial news channels like Bloomberg or CNBC. Are you interested in discovering how to create a frontier from scratch and understanding its advantages and limitations? Would you like to delve into the fundamentals of portfolio management? If so, this project is perfect for you.

Session timeline

  • Applications open
    August 1, 2024
  • Application deadline
    August 25, 2024
  • Project start date
    Week of July 8, 2024
    Week of
    September 9, 2024
  • Project end date
    Week of

What you will learn

  • Compute descriptive statistics and calculations for a portfolio such as portfolio mean, variance, correlation, covariance between two portfolios, Sharpe ratios, etc.
  • Build a financial model to calculate and construct an efficient portfolio and efficient frontier using Microsoft Excel
  • Analyze market information and incorporate investor views into the optimization model using Black-Litterman approach
Build Projects are 8-week experiences that operate on a rolling basis. Selected participants engage in weekly live workshops with a Build Fellow and 2-15 other students.

Project workshops

1
Introduction and Overview
2
Business Statistics
3
Factor Models
4
Efficient Portfolio Modelling Part I
5
Efficient Portfolio Modelling Part II
6
Portfolio Performance Evaluation
7
Fixed Income Portfolio Management
8
Final Presentation

Prerequisites

  • Strong familiarity and interest in using Microsoft Excel to construct financial model. Basic familiarity with Excel Visual Basic for Application (VBA) programming would be advantageous.  
  • Interest in investing and portfolio management.
  • Knowledge of portfolio management and basic economics concepts such as capital asset pricing model, active/passive portfolio management, asset allocation, supply and demand, etc.

Sign up today

Get access to all of our Build projects, including this one, by creating your Build account!

Register today
Log in

Apply to

Minh

's project today!

Get started by submitting your application.

Apply now

Stay updated!

Subscribe to our newsletter to be notified when projects reopen!

Please fill in this required field.
By clicking “Subscribe” you agree to our Terms of Services and Privacy Policy.

Thanks for subscribing!

We'll notify you when projects reopen. In the meantime, you can explore our resources and learn more about our Fellows.

Discover our articles
There was an error submitting your form. Please try again later or contact us.
Thank you! Your submission has been received!
Oops! Something went wrong while submitting the form.
About the expert

Minh Le is a Finance Fellow at Open Avenues Foundation, where he works with students leading projects in Finance and Asset Management.

Minh Le is a Managing Director at North Capital Private Securities where he works on different aspects in the private securities industry, including research, due diligence, secondary trading, and custodial services. Minh Le has seven years of experience working in the private securities space.

Prior to working at North Capital, Minh was a Venture Capital Associate at University Growth Fund, a student-run venture fund based in Salt Lake City, Utah, and an Investment Intern at Deseret Management Corporation, a Utah insurance company.

He holds a degree in Finance.

A fun fact about Minh: he enjoys running and cooking Vietnamese foods.

Visit
Minh
's Linkedin