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