Investment Strategies and Portfolio Analysis

Investment Strategies and Portfolio Analysis

Course
en
English
12 h
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Source
  • From www.coursera.org
Conditions
  • Self-paced
  • Free Access
  • Fee-based Certificate
More info
  • 3 Sequences
  • Introductive Level

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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

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