In this course, you will gain an understanding of the theory underlying optimal portfolio construction, the different ways portfolios are actually built in practice and how to measure and manage the risk of such portfolios.
제공자:
투자 관리 특화 과정제네바대학교이 강좌에 대하여
최근 조회 22,342회
유연한 마감일
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공유 가능한 수료증
완료 시 수료증 획득
100% 온라인
지금 바로 시작해 나만의 일정에 따라 학습을 진행하세요.
다음 특화 과정의 5개 강좌 중 3번째 강좌:
완료하는 데 약 8시간 필요
영어
자막: 아랍어, 프랑스어, 포르투갈어 (유럽), 이탈리아어, 베트남어, 독일어, 러시아어, 영어, 스페인어
귀하가 습득할 기술
- Portfolio Theories
- Risk Management
- Value At Risk (VAR)
- Portfolio Optimization
유연한 마감일
일정에 따라 마감일을 재설정합니다.
공유 가능한 수료증
완료 시 수료증 획득
100% 온라인
지금 바로 시작해 나만의 일정에 따라 학습을 진행하세요.
다음 특화 과정의 5개 강좌 중 3번째 강좌:
완료하는 데 약 8시간 필요
영어
자막: 아랍어, 프랑스어, 포르투갈어 (유럽), 이탈리아어, 베트남어, 독일어, 러시아어, 영어, 스페인어
제공자:
제네바대학교
Founded in 1559, the University of Geneva (UNIGE) is one of Europe's leading universities. Devoted to research, education and dialogue, the UNIGE shares the international calling of its host city, Geneva, a centre of international and multicultural activities with a venerable cosmopolitan tradition.
강의 계획표 - 이 강좌에서 배울 내용
완료하는 데 1시간 필요
General Introduction and Key Concepts
In this introductory week, you will first be presented with a few mistakes you will no longer make after following this course. In order to avoid making these mistakes, you will start by gaining a foundation and understanding of the three main types of information we need in order to build optimal portfolios: expected returns, risk and dependence.
완료하는 데 1시간 필요
6개 동영상 (총 39분), 2 개의 읽기 자료, 1 개의 테스트
완료하는 데 2시간 필요
Modern Portfolio Theory and Beyond
The focus of this second week is on Modern Portfolio Theory. By understanding how imperfect correlations between asset returns can lead to superior risk-adjusted portfolio returns, we will soon be looking for ways to maximize the effect of diversification, which is at the heart of Modern Portfolio Theory. But we won’t stop there: we will also explore the implications of Modern Portfolio Theory on real-world investment decisions and whether or not these implications are followed by investors. Finally, we will see how Modern Portfolio Theory can be built upon to derive the most popular asset pricing model: the Capital Asset Pricing Model.
완료하는 데 2시간 필요
14개 동영상 (총 89분)
완료하는 데 2시간 필요
Asset Allocation
This third week is dedicated to asset allocation. After a short introduction to investor profiling, we will delve into Strategic Asset Allocation (SAA). You will see how it relates to Modern Portfolio Theory and how it differs from Tactical Asset Allocation (TAA). We will look at how both asset allocations can be implemented separately but also in conjunction in order to build portfolios that fulfill investors’ needs and constraints while taking advantage of market opportunities.
완료하는 데 2시간 필요
14개 동영상 (총 96분), 1 개의 읽기 자료, 1 개의 테스트
완료하는 데 2시간 필요
Risk Management
This fourth and final week is dedicated to risk. We will start by looking in more depth at different sources of risk such as illiquidity and currency risk but also at the different tools available to investors to perform risk management. But how should we measure risk? We will see that it may be valuable to go a step beyond standard deviation, the risk measure we used so far, and look at the Value-at-Risk and Expected Shortfall which focus on potential large losses. Finally, we will use the financial instruments at our disposal to hedge market and currency risk.
완료하는 데 2시간 필요
14개 동영상 (총 95분)
검토
- 5 stars75.16%
- 4 stars20.22%
- 3 stars3.80%
- 2 stars0.67%
- 1 star0.13%
포트폴리오 및 위험 관리의 최상위 리뷰
SX 제공2019년 3월 9일
Great learning in this course, however the currency risk portion could have been explained in more detail and with more patience. It was a hard topic to grasp. But, overall a very good course.
KS 제공2016년 9월 9일
Great! This course will help you learn how to make a proper portfolio which optimally matched to your risk&return preference and how to manage your portfolio's risk level with financial instruments.
BB 제공2016년 10월 1일
at times , it is hard to catch up with the ideas conveyed but overall , a very relevant and important subject taught in a very sensible and easy way.
AB 제공2021년 4월 28일
Thoroughly enjoyed the course. Lecturers were clear and easy to understand. I feel this course would be a great aid for anyone pursuing a career in financial industries.
투자 관리 특화 과정 정보
In this Specialization, you will understand how investment strategies are designed to reach financial goals in a global context. You will learn the theory that underlies strong investment decisions, as well as practical, real-world skills that you can apply when discussing investment proposals with your advisor, managing your personal assets or your client’s investment portfolio. You will start by developing a global understanding of financial markets and what impacts rational and irrational behaviors have in finance at the micro and macro levels. You will then learn how to adequately build and manage a portfolio with a long-term view while gaining an appreciation for novel research advances in finance and related areas as well as future trends that are shaping the investment management industry. In the final Capstone Project, you will create a sensible 5-year investment plan that accounts for an investor's goals and constraints in a dynamic economic landscape. Key speakers from UBS, our corporate partner, will contribute to this specialization by providing you with practical insights they have gathered through years of experience working for the world’s largest wealth manager.
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