Advanced Portfolio Construction and Analysis with Python
Completed by Dmitrii Klimov
May 27, 2021
12 hours (approximately)
Dmitrii Klimov'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: Investments
- Category: Bayesian Statistics
- Category: Python Programming
- Category: Investment Management
- Category: Correlation Analysis
- Category: Time Series Analysis and Forecasting
- Category: Portfolio Management
- Category: Return On Investment
- Category: Risk Analysis
- Category: Financial Modeling
- Category: Estimation
- Category: Risk Modeling
