Share Description
In this course, you will :
- 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 .
Syllabus :
- Style & Factors
- Robust estimates for the covariance matrix
- Robust estimates for expected returns
- Portfolio Optimization in Practice
