Advanced Portfolio Construction and Analysis with Python
Completed by Matteo Mondino
January 3, 2020
12 hours (approximately)
Matteo Mondino'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: Portfolio Risk
- Category: Financial Modeling
- Category: Bayesian Statistics
- Category: Time Series Analysis and Forecasting
- Category: Statistical Methods
- Category: Investments
- Category: Risk Modeling
- Category: Correlation Analysis
- Category: Risk Analysis
- Category: Investment Management
- Category: Estimation
- Category: Python Programming
