13 de abr de 2020
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.
17 de fev de 2021
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.
por Palito J E•
8 de jul de 2021
The course is great, its combine the teoritcal approach with an application in python. And compare the backtest result from the portfolio constructed within the different scenario. I guess it would be valuable both in career progression, or for personal portfolio construction.
por Jose C D A•
27 de dez de 2020
It was an incredible and very rich course, the only thing that I'd add is the math behind the optimization processes, like the original quadratic program on the Equal Risk Contribution weighting and other custom weightings that may be hard to follow only with the Python code.
por Jerry H•
8 de mai de 2020
Absolutely enjoyed the course, learned new concepts and new perspectives on methodologies I already knew and used. Would have like to see them go a bit further into more advanced portfolio construction techniques. One more week building on week 4 would have been great.
por Rodrigo R•
20 de set de 2020
Very well-structured MOOC. Both Lionel and Vijay are the best! The course program and material are very well organized and covers each objective in detail. They could create a good balance between Portfolio Risk Management theory and practical application using Python.
por Tim E•
11 de mai de 2022
Brilliant course and I would highly recommend to anyone seeking an overview of some reasonably complex aspects of portfolio construction explained in a very intuitive and approachable manner, reiterated through detailed practical examples in the Python lab sessions.
por anurag j•
28 de mai de 2020
Loved every bit of the course, the use of python greatly enhanced the experience both in learning the concepts with granularity and how to employ the concepts learnt here in real world. One of the best course i have been through. Thank you!
por Kazuto A•
14 de jun de 2020
Again, Excellent Course.
Very useful python codes at your disposal.
Quiz are well organized that you cannot just copy and paste the codes you learn, but it will test whether you can apply what you learn to solve the advanced problems.
por Mauricio Q F•
10 de jul de 2020
Es un curso muy bueno además de que tiene el nivel justo entre lo complejo que se puede volver el pasar los conceptos a código pero combinado con la explicación entre las sesiones de laboratorio y las clases
por Salvatore L•
5 de jan de 2021
Thanks to the professors I now have a better understanding of portfolio construction, in particular factor investing, black-litterman model and risk parity and I am now able to apply these models on python.
por ALBERTO F•
8 de set de 2021
this course contains very interesting and useful tools for portfolio management that sometimes are difficult to learn or teach in a single university course. very interesting growth experience.
por Liu L•
5 de set de 2021
This course gives a good understanding of Fama-French, GARCH, Black-Litterman and risk parity models among many others, not only theoretically, but also through hands-on Lab sessions.
por Dwaipayan B•
5 de mai de 2020
This course teaches a great approach to portfolio construction. Crisp course content makes learning even more convenient. My sincere regards to the team behind this noble task,
por Roberto S•
28 de fev de 2021
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)
por M. W•
12 de abr de 2020
Really appreciated from both of the instructors, from thier very high level of theory and practical programming skills. Hoping to use these khowledge in pracsis some days.
por PALLAVIT R•
30 de jun de 2020
Fantastic portfolio construction techniques, although black letterman model could have been explained better . Overall great course with real world financial applications
por Shengyang X•
30 de nov de 2020
It's very powerful course. The course taught portfolio analysis with practice using Python, so I learnt portfolio analysis knowledge and Python coding simultanepusly.
por MAHESH B•
2 de set de 2020
This is one the best course to learn how to implement portfolio optimization in real world. Thank you Edhec Risk Institute and Coursera for such a beautiful course.
por Rehan I•
2 de abr de 2020
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.
1 de fev de 2021
Really a great course, instructors video then are a great resource. I'd have liked more mathematical analysis but I understand it could have gone beyond scope.
por Yaron K•
8 de out de 2020
An in depth explanation of factor models and alternative measures of portfolio diversity, with excellent explanations of the accompanying Python notebooks.
22 de jun de 2021
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.
por Nikolay N•
7 de mar de 2020
Very interesting course with a lot practice stuff. A very proficient mentors with strong theoretical background in finance and good Python skills.
por Rakesh P•
16 de jul de 2020
Again, both instructors built on the first course, were crystal clear, and made the course enjoyable to both watch and implement the learnings.
por Fabian M H C•
13 de jan de 2020
Enjoyed the part on the implementation of the Black-Litterman model and the Risk Parity portfolios. Looking forward to the third course.
por Karl J•
19 de set de 2020
Courses are an exceptional introduction to these statistical methods and how to code them yourself. Great way to get your feet wet.