About this Course
최근 조회 20,637

다음 전문 분야의 5개 강좌 중 2번째 강좌:

100% 온라인

지금 바로 시작해 나만의 일정에 따라 학습을 진행하세요.

유동적 마감일

일정에 따라 마감일을 재설정합니다.

완료하는 데 약 31시간 필요

권장: 5 weeks...

영어

자막: 영어

귀하가 습득할 기술

Risk ManagementPortfolio ConstructionRisk AnalysisPortfolio Optimization

다음 전문 분야의 5개 강좌 중 2번째 강좌:

100% 온라인

지금 바로 시작해 나만의 일정에 따라 학습을 진행하세요.

유동적 마감일

일정에 따라 마감일을 재설정합니다.

완료하는 데 약 31시간 필요

권장: 5 weeks...

영어

자막: 영어

강의 계획 - 이 강좌에서 배울 내용

1
완료하는 데 5시간 필요

Module 1- Introduction & Risk and Return

10개 동영상 (총 64분), 11 readings, 4 quizzes
10개의 동영상
Overview – No free lunches! Risk and return trade-off4m
Measuring returns: Geometric average returns6m
Measuring returns: Arithmetic average returns4m
Measuring risk: Volatility of returns8m
Alternative measures of risk7m
More on measuring risk and risk measures4m
Measuring risk and return: Illustration with four stocks8m
Historical record on risk-return patterns8m
Summary1m
11개의 읽기 자료
Grading Policy10m
How to use discussion forums10m
Meet & Greet: Get to know your classmates10m
Pre-Course Survey10m
Lecture handouts: Risk and return: Measuring returns10m
Risk and return: Measuring returns Quiz Solutions10m
Lecture handouts: Risk and return: Measuring risk10m
Risk & Return: Measuring risk Quiz solutions10m
Lecture handouts: Risk and return: Historical record10m
Investing: Stocks for the long run (optional)10m
Module 1: Risk & Return Solutions10m
3개 연습문제
Risk and return: Measuring returns10m
Risk & Return: Measuring risk10m
Module 1: Risk & Return20m
2
완료하는 데 6시간 필요

Module 2: Portfolio construction and diversification

16개 동영상 (총 83분), 12 readings, 6 quizzes
16개의 동영상
Measuring the expected return of a portfolio8m
Let’s review how we measure risk for a single asset4m
Finding the volatility of a portfolio return3m
Portfolio volatility: Another example2m
Measuring the co-movement between securities9m
Putting it all together… portfolio risk and diversification7m
Diversification and portfolio risk3m
Diversification: A graphical illustration with two assets4m
Diversification: A graphical illustration with three assets3m
Diversification: Systematic risk and idiosyncratic risk7m
Diversification: An illustration from international equity markets (US and Japan only)11m
Mean-variance frontier and efficient portfolios: International equity investment example (G5 countries)5m
Are you diversified adequately?4m
Mean-variance portfolio analysis5m
Summary1m
12개의 읽기 자료
Lecture handouts: Measuring portfolio expected return
Measuring expected portfolio return Quiz solutions10m
Lecture handouts: Measuring portfolio volatility
Measuring portfolio volatility Quiz solutions10m
Accompanying spreadsheets for "Diversification: An illustration from international equity markets (US and Japan only)"10m
A Note on using EXCEL Solver10m
Lecture handouts: Diversification and portfolio risk
Lecture handouts: Mean-variance frontier and efficient portfolios: International equity investment example
Diversification and portfolio risk Quiz solutions10m
Equity investing: Globalization and diversification (optional)10m
Lecture handouts: Are you adequately diversified?
Module 2: Portfolio construction and diversification- Solutions10m
4개 연습문제
Measuring expected portfolio return16m
Measuring portfolio volatility20m
Diversification and portfolio risk30m
Module 2: Portfolio construction and diversification20m
3
완료하는 데 2시간 필요

Module 3: Mean-variance preferences

7개 동영상 (총 47분), 7 readings, 3 quizzes
7개의 동영상
Preferences: Utility functions8m
Risk aversion9m
Expected utility6m
Mean-variance preferences8m
Portfolio choice problem with mean-variance preferences: A graphical illustration with equity and bond data10m
Summary1m
7개의 읽기 자료
Lecture handouts: Utility and risk aversion
A note on measuring risk aversion and certainty equivalent10m
Utility and Risk aversion Quiz solutions10m
Lecture handouts: Mean-variance preferences
Portfolio choice with mean-variance preferences quiz solutions10m
Measure your own risk tolerance10m
Module 3: Mean-variance preferences- Solutions10m
3개 연습문제
Utility and risk aversion10m
Portfolio choice with mean-variance preferences16m
Module 3: Mean-variance preferences12m
4
완료하는 데 5시간 필요

Module 4: Optimal capital allocation and portfolio choice

10개 동영상 (총 63분), 12 readings, 3 quizzes
10개의 동영상
Capital allocation line11m
Solving for the optimal capital allocation7m
Optimal capital allocation example: U.S. equities and Treasuries10m
Finding the optimal risky portfolio: Maximizing the Sharpe ratio6m
Main insight: The optimal risky portfolio is independent of preferences2m
Finding the optimal risk portfolio when you have multiple risky securities10m
Investment decision process5m
What’s wrong with mean-variance portfolio analysis?4m
Summary2m
12개의 읽기 자료
A note on optimal capital allocation10m
Accompanying spreadsheets for "Optimal Capital Allocation Example: US Equities and Treasuries"10m
Lecture handouts: Mean-variance optimization
Mean-variance optimization Quiz solutions10m
Analytical solution to MVE portfolio (two risky assets)10m
A note on finding the mean variance efficient portfolio (Two risky assets)10m
Accompanying spreadsheets for "Finding the optimal risky portfolio: Maximizing the Sharpe ratio"10m
A note on finding the minimum variance frontier with multiple risky assets10m
Accompanying spreadsheet for finding minimum variance frontier with multiple risky assets10m
Lecture handouts: Optimal risky portfolio choice
Lecture handouts
Optimal capital allocation and portfolio choice- Solutions10m
2개 연습문제
Mean-variance optimization10m
Optimal capital allocation and portfolio choice18m
4.6
47개의 리뷰Chevron Right

50%

이 강좌를 수료한 후 새로운 경력 시작하기

50%

이 강좌를 통해 확실한 경력상 이점 얻기

Portfolio Selection and Risk Management의 최상위 리뷰

대학: ASAug 18th 2019

One of the finest courses on Coursera. Gives a deep and invaluable insight into Investment and Portfolio Management theories and practices. A must do!

대학: AHDec 17th 2016

I really enjoyed this course. Sometimes it required a lot of discipline to analyse investigate, but at the end I've learn a lot.

강사

Avatar

Arzu Ozoguz

Finance Faculty
Jones Graduate School of Business

라이스 대학교 정보

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....

Investment and Portfolio Management 전문 분야 정보

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!...
Investment and Portfolio Management

자주 묻는 질문

  • 강좌에 등록하면 바로 모든 비디오, 테스트 및 프로그래밍 과제(해당하는 경우)에 접근할 수 있습니다. 상호 첨삭 과제는 이 세션이 시작된 경우에만 제출하고 검토할 수 있습니다. 강좌를 구매하지 않고 살펴보기만 하면 특정 과제에 접근하지 못할 수 있습니다.

  • 강좌를 등록하면 전문 분야의 모든 강좌에 접근할 수 있고 강좌를 완료하면 수료증을 취득할 수 있습니다. 전자 수료증이 성취도 페이지에 추가되며 해당 페이지에서 수료증을 인쇄하거나 LinkedIn 프로필에 수료증을 추가할 수 있습니다. 강좌 내용만 읽고 살펴보려면 해당 강좌를 무료로 청강할 수 있습니다.

궁금한 점이 더 있으신가요? 학습자 도움말 센터를 방문해 보세요.