Notes and examples of the financial courses from the EDHEC Business School on portfolio construction with python on Coursera. The courses are part of the Investment Management with Python and Machine Learning Specialization: https://www.coursera.org/specializations/investment-management-python-machine-learning

Link: https://www.coursera.org/learn/introduction-portfolio-construction-python.

Topics:

1. Returns and Value at Risk
2. Introduction to Portfolio Optimization
3. Beyond diversification
4. Introduction to Asset-Liability Management

Link: https://www.coursera.org/learn/advanced-portfolio-construction-python.

Topics:

1. Style & Factors
2. Robust estimates for the covariance matrix
3. Robust estimates for expected returns
4. Portfolio optimization in practice

Link: https://www.coursera.org/learn/python-machine-learning-for-investment-management

Topics:

1. Introducing the fundamentals of machine learning
2. Machine Learning techniques for robust estimation of factor models
3. Machine Learning techniques for efficient portfolio diversification
4. Machine Learning techniques for regime analysis
5. Identifying recession, crash regimes and feature selection