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.
- 5 stars82.30%
- 4 stars12.83%
- 3 stars3.76%
- 2 stars0.66%
- 1 star0.44%
來自ADVANCED PORTFOLIO CONSTRUCTION AND ANALYSIS WITH PYTHON的熱門評論
Good overview on portfolio theory with some of the latest trends (multi-factor models) and Python Lab sessions follow the same logic than the first course, with good tips and good timing.
Enjoyed the part on the implementation of the Black-Litterman model and the Risk Parity portfolios. Looking forward to the third course.
Loved how this course was presented. It built well off of the first course and provided labs that let me explore the content. I really enjoyed how Lionel and Vijay presented the material.
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.