The practice of investment management has been transformed in recent years by computational methods. Instead of merely explaining the science, we help you build on that foundation in a practical manner, with an emphasis on the hands-on implementation of those ideas in the Python programming language. In this course, we cover the estimation, of risk and return parameters for meaningful portfolio decisions, and also introduce a variety of state-of-the-art portfolio construction techniques that have proven popular in investment management and portfolio construction due to their enhanced robustness.
Advanced Portfolio Construction and Analysis with Python
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Advanced Portfolio Construction and Analysis with Python
This course is part of Investment Management with Python and Machine Learning Specialization
Instructors: Claudia Carrone
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4.7
(500 reviews)
Intermediate level
Some related experience required
12 hours to complete
3 weeks at 4 hours a week
Flexible schedule
Learn at your own pace
What you'll 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
Details to know
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Assessments
4 assignments
Taught in English
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This course is part of the Investment Management with Python and Machine Learning Specialization
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There are 4 modules in this course
What's included
9 videos3 readings1 assignment1 discussion prompt1 ungraded lab
What's included
7 videos1 reading1 assignment1 discussion prompt
What's included
7 videos3 readings1 assignment1 discussion prompt
What's included
7 videos4 readings1 assignment1 discussion prompt
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