Advanced Portfolio Construction and Analysis with Python
Completed by Simon Tung
August 4, 2024
12 hours (approximately)
Simon Tung'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: Risk Modeling
- Category: Portfolio Risk
- Category: Investment Management
- Category: Investments
- Category: Statistical Methods
- Category: Return On Investment
- Category: Python Programming
- Category: Bayesian Statistics
- Category: Correlation Analysis
- Category: Estimation
- Category: Financial Modeling
- Category: Time Series Analysis and Forecasting
