The practice of investment management has been transformed in recent years by computational methods. Instead of merely explaining the science, we help you build on that foundation in a practical manner, with an emphasis on the hands-on implementation of those ideas in the Python programming language. In this course, we cover the estimation, of risk and return parameters for meaningful portfolio decisions, and also introduce a variety of state-of-the-art portfolio construction techniques that have proven popular in investment management and portfolio construction due to their enhanced robustness.
This course is part of the Investment Management with Python and Machine Learning Specialization
Offered By


About this Course
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
Offered by

EDHEC Business School
Founded in 1906, EDHEC is now one of Europe’s top 15 business schools .
Syllabus - What you will learn from this course
Style & Factors
Robust estimates for the covariance matrix
Robust estimates for expected returns
Portfolio Optimization in Practice
Reviews
- 5 stars81.62%
- 4 stars13.25%
- 3 stars3.95%
- 2 stars0.69%
- 1 star0.46%
TOP REVIEWS FROM ADVANCED PORTFOLIO CONSTRUCTION AND ANALYSIS WITH PYTHON
This is one the best course to learn how to implement portfolio optimization in real world. Thank you Edhec Risk Institute and Coursera for such a beautiful course.
The first course contained much more relevant code to the theory, but basically it is very informative and I know this leds to a higher purpose (next courses). I like the style of the instructors.
Fantastic portfolio construction techniques, although black letterman model could have been explained better . Overall great course with real world financial applications
Enjoyed the part on the implementation of the Black-Litterman model and the Risk Parity portfolios. Looking forward to the third course.
About the Investment Management with Python and Machine Learning Specialization
The Data Science and Machine Learning for Asset Management Specialization has been designed to deliver a broad and comprehensive introduction to modern methods in Investment Management, with a particular emphasis on the use of data science and machine learning techniques to improve investment decisions.By the end of this specialization, you will have acquired the tools required for making sound investment decisions, with an emphasis not only on the foundational theory and underlying concepts, but also on practical applications and implementation. Instead of merely explaining the science, we help you build on that foundation in a practical manner, with an emphasis on the hands-on implementation of those ideas in the Python programming language through a series of dedicated lab sessions.

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