Advanced Portfolio Construction and Analysis with Python
Completed by Esteban Brochiero
November 28, 2024
12 hours (approximately)
Esteban Brochiero'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: Portfolio Management
- Category: Statistical Methods
- Category: Risk Analysis
- Category: Estimation
- Category: Investment Management
- Category: Investments
- Category: Bayesian Statistics
- Category: Financial Modeling
- Category: Risk Modeling
- Category: Python Programming
