Advanced Portfolio Construction and Analysis with Python
Completed by Sumin Lee
February 27, 2024
12 hours (approximately)
Sumin Lee'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: Python Programming
- Category: Statistical Methods
- Category: Risk Analysis
- Category: Financial Modeling
- Category: Time Series Analysis and Forecasting
- Category: Correlation Analysis
- Category: Return On Investment
- Category: Estimation
- Category: Risk Modeling
