Introduction to Portfolio Analysis in R

Description

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