Advanced Portfolio Construction and Analysis with Python
Completed by Nathan Azoulay
April 28, 2022
12 hours (approximately)
Nathan Azoulay'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 Analysis
- Category: Risk Modeling
- Category: Investments
- Category: Statistical Methods
- Category: Financial Modeling
- Category: Investment Management
- Category: Portfolio Management
- Category: Estimation
- Category: Time Series Analysis and Forecasting
- Category: Correlation Analysis
- Category: Bayesian Statistics
- Category: Python Programming
