Advanced Portfolio Construction and Analysis with Python
Completed by Lorenzo Mistè
March 16, 2024
12 hours (approximately)
Lorenzo Mistè'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: Return On Investment
- Category: Estimation
- Category: Bayesian Statistics
- Category: Python Programming
- Category: Risk Analysis
- Category: Correlation Analysis
- Category: Portfolio Risk
- Category: Risk Modeling
- Category: Financial Modeling
- Category: Time Series Analysis and Forecasting
