Advanced Portfolio Construction and Analysis with Python
Completed by RAFAEL LEO JACOBS
September 9, 2021
12 hours (approximately)
RAFAEL LEO JACOBS'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: Estimation
- Category: Investment Management
- Category: Python Programming
- Category: Bayesian Statistics
- Category: Statistical Methods
- Category: Portfolio Risk
- Category: Risk Modeling
- Category: Time Series Analysis and Forecasting
- Category: Investments
- Category: Portfolio Management
- Category: Risk Analysis
- Category: Correlation Analysis
