Advanced Portfolio Construction and Analysis with Python
Completed by Mauro Varesco
April 25, 2024
12 hours (approximately)
Mauro Varesco'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: Statistical Methods
- Category: Investments
- Category: Time Series Analysis and Forecasting
- Category: Portfolio Management
- Category: Return On Investment
- Category: Financial Modeling
- Category: Estimation
- Category: Risk Modeling
- Category: Portfolio Risk
- Category: Risk Analysis
- Category: Correlation Analysis
- Category: Bayesian Statistics
