Portfolio Volatility

Portfolio Volatility

Abdulla Javeri

30 years: Financial markets trader

In this video, Abdulla outlines the importance of monitoring portfolio volatility risk and the way it is calculated for a two asset portfolio, and a three stock portfolio.

In this video, Abdulla outlines the importance of monitoring portfolio volatility risk and the way it is calculated for a two asset portfolio, and a three stock portfolio.

Join now to start learning today

Finance Unlocked is the video learning platform built for finance professionals.

This content is also available as part of a premium, accredited video course. Sign up for a 14-day trial to watch for free.

Portfolio Volatility

5 mins 39 secs

Overview

Volatilities and correlations are not static, they can change, sometimes very suddenly, therefore the risk in a portfolio can change over time, or sometimes very suddenly. It’s a case of constantly monitoring the risks, even perhaps trying to anticipate those changes in advance and making appropriate adjustments.

Key learning objectives:

  • How can we calculate the volatility of a two asset portfolio?

  • What is the formula used for a three stock portfolio?

  • What are the uses of portfolio volatility in risk management?

Join now to watch

This content is also available as part of a premium, accredited video course. Sign up for a 14-day trial to watch for free.

Summary
logo-animationlogo-animationlogo-animation

Join now to watch

This content is also available as part of a premium, accredited video course. Sign up for a 14-day trial to watch for free.

Expert
Abdulla Javeri

Abdulla Javeri

Abdulla’s career in the financial markets started in 1990 when he entered the trading floor of the London International Financial Futures Exchange, LIFFE, and qualified as a pit trader in equity and equity index options. In 1996, Abdulla became a trainer for regulatory qualifications and then for non-exam courses, primarily covering all major financial products.

Related videos