Advanced Portfolio Construction and Analysis with Python
Completed by Yuming LI
May 15, 2023
12 hours (approximately)
Yuming LI'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: Portfolio Risk
- Category: Portfolio Management
- Category: Estimation
- Category: Statistical Methods
- Category: Risk Modeling
- Category: Investment Management
- Category: Bayesian Statistics
- Category: Time Series Analysis and Forecasting
- Category: Investments
- Category: Correlation Analysis
- Category: Risk Analysis
- Category: Python Programming
