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.
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이 강좌에 대하여
최근 조회 19,397회
학습자 경력 결과
50%
가 이 강좌를 수료한 후 새로운 커리어를 시작함
50%
가 이 강좌를 통해 확실한 경력상 이점을 얻음
공유 가능한 수료증
완료 시 수료증 획득
100% 온라인
지금 바로 시작해 나만의 일정에 따라 학습을 진행하세요.
다음 특화 과정의 5개 강좌 중 4번째 강좌:
유동적 마감일
일정에 따라 마감일을 재설정합니다.
완료하는 데 약 15시간 필요
영어
자막: 아랍어, 프랑스어, 포르투갈어 (유럽), 중국어 (간체자), 이탈리아어, 베트남어, 한국어, 독일어, 러시아어, 터키어, 영어, 스페인어
학습자 경력 결과
50%
가 이 강좌를 수료한 후 새로운 커리어를 시작함
50%
가 이 강좌를 통해 확실한 경력상 이점을 얻음
공유 가능한 수료증
완료 시 수료증 획득
100% 온라인
지금 바로 시작해 나만의 일정에 따라 학습을 진행하세요.
다음 특화 과정의 5개 강좌 중 4번째 강좌:
유동적 마감일
일정에 따라 마감일을 재설정합니다.
완료하는 데 약 15시간 필요
영어
자막: 아랍어, 프랑스어, 포르투갈어 (유럽), 중국어 (간체자), 이탈리아어, 베트남어, 한국어, 독일어, 러시아어, 터키어, 영어, 스페인어
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라이스 대학교
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.
강의 계획 - 이 강좌에서 배울 내용
완료하는 데 4시간 필요
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.
완료하는 데 4시간 필요
9개 동영상 (총 66분), 7 개의 읽기 자료, 3 개의 테스트
9개의 동영상
Brief review of measuring returns12m
Measuring dollar-weighted vs. time-weighted returns5m
Computing excess returns over a benchmark11m
Compounding excess returns: Geometric mean excess return8m
Basic measures of risk8m
Measuring bad variation7m
Tracking error and residual risk6m
Summary1m
7개의 읽기 자료
Grading Policy10m
How to use discussion forums10m
Pre-Course Survey10m
Lecture handouts: Comparing two portfolio returns10m
Comparing two portfolio returns- Quiz Solutions10m
Lecture handouts: Revisiting measures of risk10m
Revisiting measures of risk- Quiz Solutions10m
2개 연습문제
Comparing two portfolio returns30m
Revisiting measures of risk30m
완료하는 데 5시간 필요
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.
완료하는 데 5시간 필요
9개 동영상 (총 47분), 8 개의 읽기 자료, 2 개의 테스트
9개의 동영상
Sharpe ratio - Introduction to general notion4m
Constructing the Sharpe ratio6m
Sortino ratio3m
Treynor’s measure2m
Jensen’s alpha13m
Appraisal ratio and information ratio5m
Comparing the risk-adjusted measures6m
Summary1m
8개의 읽기 자료
Accompanying spreadsheet for "Jensen's alpha"10m
Accompanying spreadsheet for "Appraisal ratio and information ratio"10m
“The Sharpe ratio”, by William F. Sharpe10m
The Sharpe ratio and the information ratio10m
Lecture handouts: Risk-adjusted return measures10m
Instructions for practice quiz10m
Solutions10m
Active vs. passive investing: Risk-adjusted return measures - Quiz Solutions10m
2개 연습문제
Risk-adjusted return measures1시간
Active vs. passive investing: Risk-adjusted return measures1시간 30분
완료하는 데 6시간 필요
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.
완료하는 데 6시간 필요
7개 동영상 (총 40분), 9 개의 읽기 자료, 3 개의 테스트
7개의 동영상
Style analysis7m
Style Analysis - Part II4m
Style analysis: How does it work?7m
Performance attribution7m
Performance attribution: Numerical illustration7m
Summary2m
9개의 읽기 자료
Lecture handouts: Style Analysis10m
Style Analysis: Accompanying Excel spreadsheet10m
Asset allocation: Management style and performance measurement10m
Style Analysis - Quiz solutions10m
Lecture handouts: Performance attribution10m
Total Portfolio Performance Attribution Methodology10m
Performance attribution - Quiz Solutions10m
Performance evaluation: Style analysis and performance attribution- Quiz Solutions10m
End-Of-Course Survey10m
3개 연습문제
Style Analysis1시간
Performance attribution1시간
Performance evaluation: Style analysis and performance attribution1시간 30분
검토
INVESTMENT STRATEGIES AND PORTFOLIO ANALYSIS의 최상위 리뷰
BC 제공2017년 7월 30일
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!
ME 제공2018년 2월 14일
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.
VF 제공2017년 12월 16일
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.
FR 제공2020년 8월 24일
The techniques learned i this course can be applied in various investment settings. The excel workings really make things easy and applicable
Investment and Portfolio Management 특화 과정 정보
In this four-course Specialization, you’ll learn the essential skills of portfolio management and personal investing.
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