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'
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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
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.
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.
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.
Рецензии
- 5 stars55,95 %
- 4 stars23,41 %
- 3 stars6,74 %
- 2 stars4,76 %
- 1 star9,12 %
Лучшие отзывы о курсе INVESTMENT STRATEGIES AND PORTFOLIO ANALYSIS
outstanding, and includes a few Excel exercise as well which I have found very useful
Overall the course is good, but the course lacks teaching of practical questions and on how to solve the statistical problems in MS Excel.
Quizzes and assignments have some errors. The forum response is slow, but the lectures are superb. I learned a lot!
Expect a little more rigor and real life exercises
Специализация Investment and Portfolio Management: общие сведения
In this four-course Specialization, you’ll learn the essential skills of portfolio management and personal investing.

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