Advanced Portfolio Construction and Analysis with Python
Completed by Hao-Chu Chiang
May 20, 2020
12 hours (approximately)
Hao-Chu Chiang'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: Risk Analysis
- Category: Correlation Analysis
- Category: Statistical Methods
- Category: Investment Management
- Category: Investments
- Category: Financial Modeling
- Category: Time Series Analysis and Forecasting
- Category: Portfolio Management
- Category: Bayesian Statistics
- Category: Python Programming
- Category: Return On Investment
- Category: Estimation
