FactorPad's video: A faster way to calculate portfolio risk and remember it too Financial Modeling Tutorial

A financial modeling tutorial on calculating portfolio risk using a bordered covariance matrix instead of formula notation for portfolio variance and portfolio standard deviation using Excel in Quant 101. For the video transcript and Excel formulas see: https://factorpad.com/fin/quant-101/calculate-portfolio-risk.html For the outline to the series see: https://factorpad.com/fin/quant-101/quant-portfolio-management.html Zoom to the section you are interested in: 01:18 - Outline 01:53 - Step 1 - The Problem with Portfolio Risk 03:30 - Step 2 - Calculate Portfolio Variance 12:05 - Step 3 - Derive Portfolio Standard Deviation 13:04 - Step 4 - Portfolio Risk and Rebalancing 15:34 - Step 5 - Next: Covariance matrix See what else you can learn at: https://factorpad.com Happy Learning!