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.
このコースはInvestment Management with Python and Machine Learning専門講座に属します。
提供:


このコースについて
学習内容
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
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EDHEC ビジネススクール(EDHEC Business School)
Founded in 1906, EDHEC is now one of Europe’s top 15 business schools .
シラバス - 本コースの学習内容
Style & Factors
Robust estimates for the covariance matrix
Robust estimates for expected returns
Portfolio Optimization in Practice
レビュー
- 5 stars81.79%
- 4 stars13.13%
- 3 stars3.91%
- 2 stars0.69%
- 1 star0.46%
ADVANCED PORTFOLIO CONSTRUCTION AND ANALYSIS WITH PYTHON からの人気レビュー
Very interesting course with a lot practice stuff. A very proficient mentors with strong theoretical background in finance and good Python skills.
The first course contained much more relevant code to the theory, but basically it is very informative and I know this leds to a higher purpose (next courses). I like the style of the instructors.
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.
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)
Investment Management with Python and Machine Learning専門講座について
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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