Advanced Portfolio Construction and Analysis with Python
Completed by CARLOS JIMENEZ URIBE ECHEVERRIA
October 10, 2020
12 hours (approximately)
CARLOS JIMENEZ URIBE ECHEVERRIA'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: Risk Modeling
- Category: Estimation
- Category: Correlation Analysis
- Category: Statistical Methods
- Category: Time Series Analysis and Forecasting
- Category: Financial Modeling
- Category: Portfolio Management
- Category: Portfolio Risk
- Category: Bayesian Statistics
- Category: Python Programming
- Category: Risk Analysis
- Category: Return On Investment
