The practice of investment management has been transformed in recent years by computational methods. Instead of merely explaining the science, we help you build on that foundation in a practical manner, with an emphasis on the hands-on implementation of those ideas in the Python programming language. In this course, we cover the estimation, of risk and return parameters for meaningful portfolio decisions, and also introduce a variety of state-of-the-art portfolio construction techniques that have proven popular in investment management and portfolio construction due to their enhanced robustness.
Este curso forma parte de Programa especializado: Investment Management with Python and Machine Learning
ofrecido por


Acerca de este Curso
Qué aprenderás
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
ofrecido por

Escuela de Negocios EDHEC
Founded in 1906, EDHEC is now one of Europe’s top 15 business schools .
Programa - Qué aprenderás en este curso
Style & Factors
Robust estimates for the covariance matrix
Robust estimates for expected returns
Portfolio Optimization in Practice
Reseñas
- 5 stars81,79 %
- 4 stars13,13 %
- 3 stars3,91 %
- 2 stars0,69 %
- 1 star0,46 %
Principales reseñas sobre ADVANCED PORTFOLIO CONSTRUCTION AND ANALYSIS WITH PYTHON
Really appreciated from both of the instructors, from thier very high level of theory and practical programming skills. Hoping to use these khowledge in pracsis some days.
Enjoyed the part on the implementation of the Black-Litterman model and the Risk Parity portfolios. Looking forward to the third course.
very good quality, covers very in depth knowledge in portfolio construction, but I find the python part is a bit challenging unless you have good command of python programming.
Very interesting course with a lot practice stuff. A very proficient mentors with strong theoretical background in finance and good Python skills.
Acerca de Programa especializado: Investment Management with Python and Machine Learning
The Data Science and Machine Learning for Asset Management Specialization has been designed to deliver a broad and comprehensive introduction to modern methods in Investment Management, with a particular emphasis on the use of data science and machine learning techniques to improve investment decisions.By the end of this specialization, you will have acquired the tools required for making sound investment decisions, with an emphasis not only on the foundational theory and underlying concepts, but also on practical applications and implementation. Instead of merely explaining the science, we help you build on that foundation in a practical manner, with an emphasis on the hands-on implementation of those ideas in the Python programming language through a series of dedicated lab sessions.

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