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In this course, you will learn :
- About using R to compute those portfolio weights and returns
- how much the investor can expect to gain or lose introduces the R functionality to analyse investment performance using a statistical analysis of portfolio returns.
- Identify how individual (expected) returns, volatility, and correlations interact to determine overall portfolio performance.
- Learn how to use R to determine the portfolio weights that are optimal in terms of achieving a target return with the least amount of variance while satisfying portfolio weight constraints.
Syllabus :
- The Building Blocks
- Analyzing Performance
- Performance Drivers
- Optimizing the Portfolio
