Advanced Portfolio Construction and Analysis with Python
Completed by Diana Trilleras Gómez
January 20, 2022
12 hours (approximately)
Diana Trilleras Gómez'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
