Advanced Portfolio Construction and Analysis with Python
Completed by Esteban Brochiero
November 28, 2024
12 hours (approximately)
Esteban Brochiero'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: Risk Modeling
- Category: Investment Management
- Category: Portfolio Management
- Category: Python Programming
- Category: Investments
- Category: Portfolio Risk
- Category: Time Series Analysis and Forecasting
- Category: Bayesian Statistics
- Category: Estimation
- Category: Correlation Analysis
- Category: Statistical Methods
