- From www.coursera.org
Investment Strategies and Portfolio Analysis
Course
en
English
12 h
This content is rated 0 out of 5
- Self-paced
- Free Access
- Fee-based Certificate
- 3 Sequences
- Introductive Level
Course details
Syllabus
- Week 1 - 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 mea... - Week 2 - 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 understan... - Week 3 - 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, wh...
Prerequisite
None.
Instructors
Arzu Ozoguz
Finance Faculty
Jones Graduate School of Business
Editor
Rice University is a private American research university located in Houston, Texas. It is located in the city's Museum District and is adjacent to the Texas Medical Center. It was founded by William Marsh Rice (en) in 1891 as The William Marsh Rice Institute for the Advancement of Letters, Science, and Art, and was inaugurated in 1912 with Edgar Odell Lovett as its first president.
Platform
Coursera is a digital company offering massive open online course founded by computer teachers Andrew Ng and Daphne Koller Stanford University, located in Mountain View, California.
Coursera works with top universities and organizations to make some of their courses available online, and offers courses in many subjects, including: physics, engineering, humanities, medicine, biology, social sciences, mathematics, business, computer science, digital marketing, data science, and other subjects.
This content is rated 4.5 out of 5
(no review)This content is rated 4.5 out of 5
(no review)Complete this resource to write a review