In this course, you will learn about latest investment strategies and performance evaluation. You will start by learning portfolio performance measures and discuss best practices in portfolio performance evaluation. You will explore different evaluation techniques such as style analysis and attribution analysis and apply them to evaluate different investment strategies. Special emphasis will be given to recent financial market innovations and current investment trends.
Этот курс входит в специализацию ''Специализация Investment and Portfolio Management'
Investment Strategies and Portfolio Analysis
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50%
получил значимые преимущества в карьере благодаря этому курсу
Карьерные результаты учащихся
50%
начал новую карьеру, пройдя эти курсы
50%
получил значимые преимущества в карьере благодаря этому курсу
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Курс 4 из 5 в программе
Гибкие сроки
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Прибл. 19 часа на выполнение
Английский
Субтитры: Английский
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Университет Райса
Rice University is consistently ranked among the top 20 universities in the U.S. and the top 100 in the world. Rice has highly respected schools of Architecture, Business, Continuing Studies, Engineering, Humanities, Music, Natural Sciences and Social Sciences and is home to the Baker Institute for Public Policy.
Программа курса: что вы изучите
4 ч. на завершение
Performance measurement and benchmarking
In this module, we focus on the central problem of performance measurement: how do you assess the increase in your wealth over a given period and evaluate the risk that was involved? In this module, you will learn how to calculate different return and risk measures and how you use these measures to evaluate a portfolio’s performance relative to a benchmark.
4 ч. на завершение
9 видео ((всего 66 мин.)), 7 материалов для самостоятельного изучения, 3 тестов
9 видео
Brief review of measuring returns12мин
Measuring dollar-weighted vs. time-weighted returns5мин
Computing excess returns over a benchmark11мин
Compounding excess returns: Geometric mean excess return8мин
Basic measures of risk8мин
Measuring bad variation7мин
Tracking error and residual risk6мин
Summary1мин
7 материала для самостоятельного изучения
Grading Policy10мин
How to use discussion forums10мин
Pre-Course Survey10мин
Lecture handouts: Comparing two portfolio returns10мин
Comparing two portfolio returns- Quiz Solutions10мин
Lecture handouts: Revisiting measures of risk10мин
Revisiting measures of risk- Quiz Solutions10мин
2 практического упражнения
Comparing two portfolio returns26мин
Revisiting measures of risk6мин
5 ч. на завершение
Active vs. passive investing: Risk-adjusted return measures
In this module, we focus on constructing return-to-risk measures in order to compare investments in terms of their desirability. You are going to learn several different ways to calculate risk-adjusted return measures for an actively managed fund and understand how these measures differ from each other.
5 ч. на завершение
9 видео ((всего 47 мин.)), 8 материалов для самостоятельного изучения, 2 тестов
9 видео
Introduction2мин
Sharpe ratio - Introduction to general notion4мин
Constructing the Sharpe ratio6мин
Sortino ratio3мин
Treynor’s measure2мин
Jensen’s alpha13мин
Appraisal ratio and information ratio5мин
Comparing the risk-adjusted measures6мин
Summary1мин
8 материала для самостоятельного изучения
Accompanying spreadsheet for "Jensen's alpha"10мин
Accompanying spreadsheet for "Appraisal ratio and information ratio"10мин
“The Sharpe ratio”, by William F. Sharpe10мин
The Sharpe ratio and the information ratio10мин
Lecture handouts: Risk-adjusted return measures10мин
Instructions for practice quiz10мин
Solutions10мин
Active vs. passive investing: Risk-adjusted return measures - Quiz Solutions10мин
2 практического упражнения
Risk-adjusted return measures1ч
Active vs. passive investing: Risk-adjusted return measures1ч 30мин
6 ч. на завершение
Performance evaluation: Style analysis and performance attribution
In this module, you are going to learn to use two analytical tools that are widely used in practice to evaluate what the portfolio performance can be attributed to.
6 ч. на завершение
7 видео ((всего 40 мин.)), 9 материалов для самостоятельного изучения, 3 тестов
7 видео
Introduction2мин
Style analysis7мин
Style Analysis - Part II4мин
Style analysis: How does it work?7мин
Performance attribution7мин
Performance attribution: Numerical illustration7мин
Summary2мин
9 материала для самостоятельного изучения
Lecture handouts: Style Analysis10мин
Style Analysis: Accompanying Excel spreadsheet10мин
Asset allocation: Management style and performance measurement10мин
Style Analysis - Quiz solutions10мин
Lecture handouts: Performance attribution10мин
Total Portfolio Performance Attribution Methodology10мин
Performance attribution - Quiz Solutions10мин
Performance evaluation: Style analysis and performance attribution- Quiz Solutions10мин
End-Of-Course Survey10мин
3 практического упражнения
Style Analysis1ч
Performance attribution1ч
Performance evaluation: Style analysis and performance attribution1ч 30мин
Рецензии
4.1
Лучшие отзывы о курсе INVESTMENT STRATEGIES AND PORTFOLIO ANALYSIS
от партнера BCJul 30, 2017
A really good course that I would certainly recommend. The only thing that let it down was that some of the solutions to the final quiz were incorrect and led to some frustration on the forum!
от партнера MEFeb 14, 2018
Excellent course, unfortunately ruined by the lack of support from mentoring or teaching staff. Also getting a peer review assigned is very difficult, probably due to shortage of students.
от партнера VFDec 16, 2017
I think that this particular course could have a bit deeper dive into the topic, felt more like a general overview compared to previous courses in the specialization.
от партнера TDMar 9, 2017
Excellent presentation on investment strategies and portfolio analysis, Thanks you! Noted a few issues with the quiz and spreadsheet presented which had some errors.
от партнера KTJun 19, 2017
Quizzes and assignments have some errors. The forum response is slow, but the lectures are superb. I learned a lot!
от партнера MMAug 12, 2017
Very practical course. Highly recommended for someone pursuing a asset management role.
от партнера RDDec 5, 2018
I've tried a few courses that are similar and this one is better than average.
от партнера HRFeb 21, 2020
Thank you so much for putting this course togeteher online!
Специализация Investment and Portfolio Management: общие сведения
In this four-course Specialization, you’ll learn the essential skills of portfolio management and personal investing.
All investors – from the largest wealth funds to the smallest individual investors – share common issues in investing: how to meet their liabilities, how to decide where to invest, and how much risk to take on. In this Specialization, you will learn how to think about, discuss, and formulate solutions to these investment questions. You will learn the theory and the real-world skills necessary to design, execute, and evaluate investment proposals that meet financial objectives. You will begin with an overview of global financial markets and instruments that characterize the investment opportunities available to today’s investor. You will then learn how to construct optimal portfolios that manage risk effectively, and how to capitalize on understanding behavioral biases and irrational behavior in financial markets. You will learn the best practices in portfolio management and performance evaluation as well as current investment strategies. By the end of your Capstone Project, you will have mastered the analytical tools, quantitative skills, and practical knowledge necessary for long-term investment management success.
To see an overview video for this Specialization, click here!
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Зарегистрировавшись на сертификацию, вы получите доступ ко всем видео, тестам и заданиям по программированию (если они предусмотрены). Задания по взаимной оценке сокурсниками можно сдавать и проверять только после начала сессии. Если вы проходите курс без оплаты, некоторые задания могут быть недоступны.
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Записавшись на курс, вы получите доступ ко всем курсам в специализации, а также возможность получить сертификат о его прохождении. После успешного прохождения курса на странице ваших достижений появится электронный сертификат. Оттуда его можно распечатать или прикрепить к профилю LinkedIn. Просто ознакомиться с содержанием курса можно бесплатно.
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