Advanced Portfolio Construction and Analysis with Python
Completed by RAFAEL LEO JACOBS
September 9, 2021
12 hours (approximately)
RAFAEL LEO JACOBS'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: Investments
- Category: Estimation
- Category: Python Programming
- Category: Bayesian Statistics
- Category: Statistical Methods
- Category: Risk Modeling
- Category: Portfolio Risk
- Category: Time Series Analysis and Forecasting
- Category: Investment Management
- Category: Risk Analysis
- Category: Portfolio Management
- Category: Correlation Analysis
