About this Course

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Flexible deadlines
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Intermediate Level
Approx. 11 hours to complete
English

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

Shareable Certificate
Earn a Certificate upon completion
100% online
Start instantly and learn at your own schedule.
Flexible deadlines
Reset deadlines in accordance to your schedule.
Intermediate Level
Approx. 11 hours to complete
English

Offered by

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EDHEC Business School

Syllabus - What you will learn from this course

Week
1

Week 1

3 hours to complete

Style & Factors

3 hours to complete
9 videos (Total 114 min), 3 readings, 1 quiz
Week
2

Week 2

2 hours to complete

Robust estimates for the covariance matrix

2 hours to complete
7 videos (Total 70 min), 1 reading, 1 quiz
Week
3

Week 3

3 hours to complete

Robust estimates for expected returns

3 hours to complete
7 videos (Total 77 min), 2 readings, 1 quiz
Week
4

Week 4

3 hours to complete

Portfolio Optimization in Practice

3 hours to complete
7 videos (Total 67 min), 4 readings, 1 quiz

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About the Investment Management with Python and Machine Learning Specialization

Investment Management with Python and Machine Learning

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