Intermediate Portfolio Analysis in R

Name: Intermediate Portfolio Analysis in R
Brand: Careervira
Price: 10854 INR
Availability: InStock
Rating: 1 (1 reviews)

via

DataCamp

Course Report

Find detailed report of this course which helps you make an informed decision on its relevance to your learning needs. Find out the course's popularity among Careervira users and the job roles that would find the course relevant for their upskilling here. You can also find how this course compares against similar courses and much more in the course report.

Visit Course Report

Course Features

Duration

5 hours

Delivery Method

Online

Available on

Limited Access

Accessibility

Mobile, Desktop, Laptop

Language

English

Subtitles

English

Level

Intermediate

Teaching Type

Self Paced

Video Content

5 hours

Course Description

This course extends the concepts of Introduction to Portfolio Analysis and R and explores advanced concepts in portfolio optimization. Portfolio managers and analysts must understand all aspects of portfolio optimization to be able make informed decisions. This course will show you how to use modern portfolio theory in order to create a portfolio and identify constraints and objectives. Then, it will help you solve the problem and analyze your results. The R package PortfolioAnalytics will be used to solve portfolio optimization problems with complex constraints. These problems are similar to real-world problems.

Course Overview

Virtual Labs

International Faculty

Post Course Interactions

Hands-On Training,Instructor-Moderated Discussions

Skills You Will Gain

Prerequisites/Requirements

Introduction to Portfolio Analysis in R

What You Will Learn

In this course, you will learn a quantitative approach to apply the principles of modern portfolio theory to specify a portfolio, define constraints and objectives, solve the problem, and analyze the results

This course will use the R package PortfolioAnalytics to solve portfolio optimization problems with complex constraints and objectives that mirror real world problems

Course Content

Expand all sections

Module 1: Introduction and Portfolio Theory

Module 2: Portfolio Optimization Workflow

Module 3: Objective Functions and Moment Estimation

Module 4: Application

Course Instructors

Ross Bennett

Co-author of PortfolioAnalytics R package

Ross Bennett is an analyst at DV Trading, a proprietary trading division of Rosenthal Collins Capital Management which trades all asset classes at major exchanges around the world. Ross is involved i...