Friendly Finance with Chandra. S. Bhatnagar

About this original series

Hello.My name is Chandra Shekhar Bhatnagar and I continue to be a student of Finance. For bread and butter, I teach it as well. I am not a finance wizard, but as I have realized, I don't really need to be out of the ordinary to learn financial concepts. Though the episodes in my show are specifically aimed at younger fellow learners but anyone interested in financial calculations can benefit from them.Have fun and be kind enough to point out any errors.

# Episodes
108 episodes
Rating
TV-G

Episodes of Friendly Finance with Chandra. S. Bhatnagar

- Play
  
  Implementing the Single Index Model in Excel
  
  This video demonstrates the use of Excel in implementing the single index model
  - Release date
    
    Feb 28, 2012
  - Runtime
    
    27:23
- Play
  
  The Single Factor and Single Index Models
  
  The discussion is focused not only on the return, variance and covariance but also on how the single index model may be easier to implement compared to the full covariance model. In conclusion, a few caveats have been discussed.
  - Release date
    
    Feb 28, 2012
  - Runtime
    
    27:13
- Play
  
  Markowtiz's Portfolio Risk Minimization with Exc...
  
  This video demonstrates the use of Excel Solver to arrive at optimum portfolio weights that minimize portfolio risk subject to achieving a desired return
  - Release date
    
    Feb 28, 2012
  - Runtime
    
    10:08
- Play
  
  Sharpe Ratio Maximization with Excel Solver
  
  This video demonstrates the use of Excel Solver to arrive at portfolio weights that maximize the Sharpe Ratio
  - Release date
    
    Feb 27, 2012
  - Runtime
    
    13:55
- Play
  
  Optimum Portfolio Weights for Maximum Sharpe Rat...
  
  This video demonstrates the use of Excel to arrive at optimum portfolio weights that maximize the Sharpe Ratio.
  - Release date
    
    Feb 14, 2012
  - Runtime
    
    13:06
- Play
  
  The Theory of Optimal Portfolio Weights: Part 3
  
  This video derives optimal portfolio weights that maximize the Sharpe ratio for an n-asset portfolio, using matrices and matrix differentiation
  - Release date
    
    Feb 12, 2012
  - Runtime
    
    19:57
- Play
  
  The Theory of Optimum Portfolio Weights: Part 2
  
  This video is dedicated to maximizing the overall performance of a 2-asset portfolio by deriving optimum portfolio weights that maximize the Sharpe ratio.
  - Release date
    
    Feb 12, 2012
  - Runtime
    
    37:21
- Play
  
  The Theory of Optimum Portfolio Weights: Part 1
  
  This video discusses and explains the derivation of optimum portfolio weights for a 2-asset portfolio for minimizing portfolio risk
  - Release date
    
    Feb 12, 2012
  - Runtime
    
    24:31
- Play
  
  The Confusion with Portfolio Variance
  
  This video looks at two formulas for computing variance of returns for a 2 asset portfolio and shows that both are same.
  - Release date
    
    Feb 11, 2012
  - Runtime
    
    12:19
- Play
  
  Expected Return and Variance of Portfolio in Excel
  
  This brief video demonstrates the computation of portfolio return and variance of a 2-asset portfolio in Excel
  - Release date
    
    Feb 11, 2012
  - Runtime
    
    10:39