Advanced Portfolio Construction and Analysis with Python
Completed by Renze Matla
August 22, 2022
12 hours (approximately)
Renze Matla'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: Time Series Analysis and Forecasting
- Category: Risk Modeling
- Category: Portfolio Management
- Category: Python Programming
- Category: Investment Management
- Category: Financial Modeling
- Category: Estimation
- Category: Portfolio Risk
- Category: Bayesian Statistics
- Category: Statistical Methods
- Category: Risk Analysis
