Advanced Portfolio Construction and Analysis with Python
Completed by Nicholas Taylor
April 11, 2024
12 hours (approximately)
Nicholas Taylor'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: Investments
- Category: Statistical Methods
- Category: Return On Investment
- Category: Estimation
- Category: Risk Modeling
- Category: Portfolio Risk
- Category: Financial Modeling
- Category: Time Series Analysis and Forecasting
- Category: Portfolio Management
- Category: Correlation Analysis
- Category: Risk Analysis
- Category: Bayesian Statistics
