Advanced Portfolio Construction and Analysis with Python
Completed by Lu Tang
February 18, 2022
12 hours (approximately)
Lu Tang's account is verified. Coursera certifies their successful completion of Advanced Portfolio Construction and Analysis with Python
What you will learn
Analyze style and factor exposures of portfolios
Implement robust estimates for the covariance matrix
Implement Black-Litterman portfolio construction analysis
Implement a variety of robust portfolio construction models
Skills you will gain
- Category: Portfolio Management
- Category: Investments
- Category: Bayesian Statistics
- Category: Statistical Methods
- Category: Python Programming
- Category: Financial Modeling
- Category: Time Series Analysis and Forecasting
- Category: Risk Analysis
- Category: Correlation Analysis
- Category: Portfolio Risk
- Category: Return On Investment
- Category: Estimation
