Advanced Portfolio Construction and Analysis with Python
Completed by Fiona Martin
October 1, 2022
12 hours (approximately)
Fiona Martin'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 Modeling
- Category: Financial Modeling
- Category: Investments
- Category: Investment Management
- Category: Correlation Analysis
- Category: Risk Analysis
- Category: Portfolio Risk
- Category: Bayesian Statistics
- Category: Portfolio Management
- Category: Time Series Analysis and Forecasting
- Category: Estimation
- Category: Statistical Methods
