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EDHEC Business School - Portfolio Construction and Analysis with Python

EDHEC INSTRUCTORS

Instructors: Gideon OZIK, John Mulvey - Princeton University, Lionel Martellini, PhD, Sean McOwen and Vijay Vaidyanathan, PhD

The practice of investment management has been transformed in recent years by computational methods. This course provides an introduction to the underlying science, with the aim of giving you a thorough understanding of that scientific basis. However, 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.

Syllabus

Analysing returns

An Introduction to Portfolio Optimization

Beyond Diversification

Introduction to Asset-Liability Management