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 stars82.22%
- 4 stars12.88%
- 3 stars3.77%
- 2 stars0.66%
- 1 star0.44%
來自ADVANCED PORTFOLIO CONSTRUCTION AND ANALYSIS WITH PYTHON的熱門評論
Another excellent course. One thing I would have liked to have is longer lab session videos like in MOOC 1 to ensure we can re-create the notebooks as we go along.
Very good course and well taught. Vijay and Lionel are great communicators. I have enjoyed the course a lot and learned a great deal. Thank you both.
Great course, nice balance between the theory (which is well explained) and the practical (python jupyter notebooks where you need to explore to gain a good understanding)
Enjoyed the part on the implementation of the Black-Litterman model and the Risk Parity portfolios. Looking forward to the third course.