Advanced Portfolio Construction and Analysis with Python
Completed by John A Gulino
April 7, 2021
12 hours (approximately)
John A Gulino'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: Investment Management
- Category: Financial Modeling
- Category: Correlation Analysis
- Category: Risk Modeling
- Category: Time Series Analysis and Forecasting
- Category: Statistical Methods
- Category: Portfolio Management
- Category: Estimation
- Category: Investments
- Category: Bayesian Statistics
- Category: Portfolio Risk
- Category: Risk Analysis
