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Portfolio Selection and Risk Management
Course
en
English
25 h
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- Self-paced
- Free Access
- Fee-based Certificate
- 5 Sequences
- Introductive Level
Course details
Syllabus
- Week 1 - Module 1- Introduction & Risk and Return
This module introduces the second course in the Investment and Portfolio Management Specialization. In this module, we discuss one of the main principles of investing: the risk-return trade-off, the idea that in competitive security markets, higher expected re... - Week 2 - Module 2: Portfolio construction and diversification
In this module, we build on the tools from the previous module to develop measure of portfolio risk and return. We define and distinguish between the different sources of risk and discuss the concept of diversification: how and why putting risky assets togethe... - Week 3 - Module 3: Mean-variance preferences
In this module, we describe how investors make choices. Specifically, we look at how utility functions are used to express preferences. We review measures to describe investors’ attitude towards risk. Finally, we discuss how we can summarize investors’ prefere... - Week 4 - Module 4: Optimal capital allocation and portfolio choice
In this module, you will learn about mean-variance optimization: how to make optimal capital allocation and portfolio choice decisions when investors have mean-variance preferences. This was one of the ground-breaking ideas in finance. We will formally set up ... - Week 5 - Module 5: Equilibrium asset pricing models
In this module, we build on the insights obtained from modern portfolio theory to understand how risk and return are related in equilibrium. We first look at the main workhorse model in finance, the Capital Asset Pricing Model and discuss the expected return-b...
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.
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