Berkshire Portfolio Analysis

This repository attempts to deconstruct and analyse the Berkshire Hathaway Portfolio and is split into 3 different notebooks:

1. Portfolio Decomposition: Decomposes the BRKA portfolio using the popular CAPM and Fama-French 5 Factor models to analyse investor views
2. Efficient Frontier: Attempts to construct an optimal portfolio using mean-variance optimization with EF plot
3. Black-Litterman: Factors in personal investment views using the Black-Litterman model to construct suitable portfolio allocations

Resources:

Fama French Data: https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

Fama French Paper: https://www.ssrn.com/abstract=2287202

Black Litterman paper: https://www.ssrn.com/abstract=1117574

I would also highly recommend the EDHEC coursera course which I have based most of the learning materials from.

Coursera: https://www.coursera.org/specializations/investment-management-python-machine-learning

This is not meant to be taken as investment advice, but solely for educational purposes