What you’ll learn Read or download asset classes benchmark indexes replicating funds data to perform advanced portfolio analysis operations by installing related packages and running script code on RStudio IDE. Compare asset classes benchmark indexes replicating funds returns and risks tradeoffs for fixed income or bonds and equities or stocks. Estimate asset classes expected returns through historical annualized returns and risks through historical returns annualized standard deviation. Calculate portfolios Sharpe ratios performance metrics. Estimate benchmark global portfolio returns from periodically rebalanced equal weighted assets allocation. Optimize global portfolios asset allocation weights for mean maximization, standard deviation minimization, mean maximization and standard deviation minimization, mean maximization and value at risk minimization objectives within training range based on Markowitz portfolio theory. Approximate global portfolios returns from periodically rebalanced optimized asset allocations within testing range and compare them with equal weighted benchmark portfolio. Minimize portfolio assets allocation weights optimization back-testing overfitting or data snooping through multiple hypothesis testing adjustment. Approximate two population mean statistical inference two tails tests multiple probability values. Adjust two population mean multiple probability values through family-wise error rate or Bonferroni procedure and false discovery rate or Benjamini-Hochberg procedure. Reduce portfolio assets allocation weights optimization back-testing overfitting or data snooping through individual time series bootstrap hypothesis testing multiple comparison adjustment. Simulate two population mean probability distributions through random fixed block re-sampling with replacement. Estimate two bootstrap population mean statistical inference percentile confidence interval and two tails tests percentile probability values. Correct two individual bootstrap population mean probability values multiple comparisons through family-wise error rate adjustment. “Course Overview Course Description  Course Overview  Advanced Portfolio Analysis  Advanced Portfolio Analysis Data  Course Data File  Course Script Code File  Course Overview Slides  Course Bibliography  “Portfolio Optimization Portfolio Optimization Slides  Portfolio Optimization Overview  Investment Vehicles  Asset Classes  Returns and Risks  Portfolio Performance Metric  Portfolio Benchmark  Mean Maximization Portfolio Optimization  Standard Deviation Minimization Portfolio Optimization  Markowitz Portfolio Optimization  Mean-VaR Portfolio Optimization  Portfolio Optimization Comparison  “Portfolio Multiple Hypothesis Testing Portfolio Multiple Hypothesis Testing Slides  Portfolio Multiple Hypothesis Testing Overview  Multiple Hypothesis Testing  Portfolio Multiple Hypothesis Testing 1  Multiple Hypothesis Testing Adjustment  Portfolio Multiple Hypothesis Testing Adjustment 1  “Portfolio Time Series Bootstrap Portfolio Time Series Bootstrap Slides  Portfolio Time Series Bootstrap Overview  Time Series Bootstrap Hypothesis Testing  Portfolio Time Series Bootstrap Hypothesis Testing 1  Time Series Bootstrap Hypothesis Testing Adjustment  Portfolio Time Series Bootstrap Hypothesis Testing Adjustment 1