Advanced Portfolio Construction and Analysis with Python
Completed by Nicolò Montefusco
May 23, 2020
12 hours (approximately)
Nicolò Montefusco'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: Investment Management
- Category: Statistical Methods
- Category: Correlation Analysis
- Category: Portfolio Management
- Category: Financial Modeling
- Category: Time Series Analysis and Forecasting
- Category: Risk Analysis
- Category: Portfolio Risk
- Category: Return On Investment
- Category: Risk Modeling
- Category: Bayesian Statistics
