Advanced Portfolio Construction and Analysis with Python
Completed by Federico Innocenti
September 12, 2020
12 hours (approximately)
Federico Innocenti'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: Statistical Methods
- Category: Portfolio Management
- Category: Financial Modeling
- Category: Correlation Analysis
- Category: Portfolio Risk
- Category: Risk Modeling
- Category: Python Programming
- Category: Time Series Analysis and Forecasting
- Category: Bayesian Statistics
- Category: Risk Analysis
- Category: Estimation
- Category: Investments
