Advanced Portfolio Construction and Analysis with Python
Completed by Riccardo Ontani
October 29, 2024
12 hours (approximately)
Riccardo Ontani'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: Correlation Analysis
- Category: Risk Modeling
- Category: Statistical Methods
- Category: Investments
- Category: Time Series Analysis and Forecasting
- Category: Investment Management
- Category: Portfolio Risk
- Category: Risk Analysis
- Category: Portfolio Management
- Category: Estimation
- Category: Python Programming
- Category: Bayesian Statistics
