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In this course, you will :
- Discover how a portfolio is constructed from individual assets and corresponding weights.
- explains how to calculate the two most important aspects of a portfolio: returns and risk.
- how to accurately measure returns and risk
- Learn how to look at risk from various angles.
- Learn about investment factors and how they influence risk and return.
- Learn about the Fama French factor model and how to use it to divide portfolio returns into explainable, common factors.
- This course also teaches you how to use Pyfolio, a public portfolio analysis tool.
- Learn how to use an optimization framework to create optimal portfolio weights.
- Discover how to calculate the best weights for the desired level of risk or return.
Syllabus :
- Introduction to Portfolio Analysis
- Risk and Return
- Performance Attribution
- Portfolio Optimization
