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. After this course, learners will be able to: • Describe performance measurement measures • Evaluate portfolio performance • Describe and contrast different investment strategies • Propose investment strategy solutions
Этот курс входит в специализацию ''Специализация Investment and Portfolio Management'
Investment Strategies and Portfolio Analysis
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Программа курса: что вы изучите
Неделя
14 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.
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
Неделя
25 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.
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
Неделя
36 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. You will first learn about style analysis. Then, you will learn about attribution analysis, which has become a crucial component in internal evaluation system of investment managers and institutional clients in the industry. Focus will be placed on the practical applications.
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
4.1
Рецензии: 34Лучшие отзывы о курсе Investment Strategies and Portfolio Analysis
Very practical course. Highly recommended for someone pursuing a asset management role.
Преподаватели
Arzu Ozoguz
Finance FacultyJones Graduate School of Business
О 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.
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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