Advanced Portfolio Construction and Analysis with Python
Completed by Emil Ås
June 15, 2021
12 hours (approximately)
Emil Ås'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: Bayesian Statistics
- Category: Time Series Analysis and Forecasting
- Category: Python Programming
- Category: Statistical Methods
- Category: Risk Analysis
- Category: Portfolio Risk
- Category: Estimation
- Category: Portfolio Management
- Category: Investments
- Category: Correlation Analysis
- Category: Financial Modeling
- Category: Investment Management
