Advanced Portfolio Construction and Analysis with Python
Completed by Marcelo de Carvalho Barros
February 6, 2021
12 hours (approximately)
Marcelo de Carvalho Barros'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: Financial Modeling
- Category: Estimation
- Category: Correlation Analysis
- Category: Portfolio Management
- Category: Python Programming
- Category: Bayesian Statistics
- Category: Risk Modeling
- Category: Risk Analysis
- Category: Investment Management
- Category: Portfolio Risk
- Category: Time Series Analysis and Forecasting
