Advanced Portfolio Construction and Analysis with Python
Completed by Maryam Safari
February 7, 2022
12 hours (approximately)
Maryam Safari'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: Portfolio Risk
- Category: Risk Modeling
- Category: Python Programming
- Category: Bayesian Statistics
- Category: Correlation Analysis
- Category: Estimation
- Category: Investment Management
- Category: Portfolio Management
- Category: Risk Analysis
- Category: Statistical Methods
- Category: Financial Modeling
