Advanced Portfolio Construction and Analysis with Python
Completed by Matthew Rubenstein
October 19, 2023
12 hours (approximately)
Matthew Rubenstein'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: Time Series Analysis and Forecasting
- Category: Financial Modeling
- Category: Portfolio Management
- Category: Correlation Analysis
- Category: Estimation
- Category: Risk Modeling
- Category: Portfolio Risk
- Category: Return On Investment
- Category: Risk Analysis
- Category: Python Programming
- Category: Investments
- Category: Bayesian Statistics
