课程
Intermediate Portfolio Analysis in R
中级技能水平
更新时间 2020年6月
RApplied Finance5小时12 视频42 道练习3,250 XP12,630成就证明
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先决条件
Introduction to Portfolio Analysis in R1
Introduction and Portfolio Theory
This chapter will give you a brief review of Modern Portfolio Theory and introduce you to the PortfolioAnalytics package by solving a couple portfolio optimization problems.
2
Portfolio Optimization Workflow
The focus of this chapter is a detailed overview of the recommended workflow for solving portfolio optimization problems with PortfolioAnalytics. You will learn how to create a portfolio specification, add constraints, objectives, run the optimization, and analyze the results of the optimization output.
3
Objective Functions and Moment Estimation
In this chapter, you will learn about estimating moments, characteristics of the distribution of asset returns, as well as custom objective functions.
4
Application
In the final chapter of the course, you will solve a portfolio optimization problem that mimics a real world real world example of constructing a portfolio of hedge fund strategy with different style definitions.
Intermediate Portfolio Analysis in R
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