Advanced Portfolio Construction and Analysis with Python
Completed by Rafael Amaral Ribeiro Lourenco
December 3, 2019
12 hours (approximately)
Rafael Amaral Ribeiro Lourenco'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: Investment Management
- Category: Bayesian Statistics
- Category: Risk Analysis
- Category: Risk Modeling
- Category: Portfolio Risk
- Category: Estimation
- Category: Return On Investment
- Category: Portfolio Management
- Category: Financial Modeling
- Category: Time Series Analysis and Forecasting
- Category: Statistical Methods
- Category: Investments
