Portfolio and Risk Management
date_range Débute le 17 décembre 2018
event_note Se termine le 21 janvier 2019
list 4 séquences
assignment Niveau : Introductif
label Finance
chat_bubble_outline Langue : Anglais
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Les infos clés

credit_card Formation gratuite
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timer 4 heures de cours

En résumé

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. You will start by studying how imperfect correlation between assets leads to diversified and optimal portfolios as well as the consequences in terms of asset pricing. Then, you will learn how to shape an investor's profile and build an adequate portfolio by combining strategic and tactical asset allocations. Finally, you will have a more in-depth look at risk: its different facets and the appropriate tools and techniques to measure it, manage it and hedge it. Key speakers from UBS, our corporate partner, will regularly add a practical perspective on these different topics as you progress through the course.

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Le programme

  • Week 1 - Basics of Investments
    The first module discusses the basics of investment process and the time value of money. The concept of time value of money is extended to value assets with cash flows. In the process, we develop shortcuts for valuing annuities and perpetuities. The student is...
  • Week 2 - Concept of risk and return
    The second module introduces the student to the concept of portfolio math and the concept of diversification. The student is taught how to construct the investment opportunity set with risky assets and risk-free asset.The student is then introduced to the conc...
  • Week 3 - Understanding investments
    This module introduces the CAPM model and the concept of Beta. The student is taught how to calculate the Beta of a security. The student is also introduced to arbitrage pricing theory.
  • Week 4 - Security analysis
    The main focus of this module is portfolio performance evaluation. You will learn equity valuation.
  • Week 5 - Final Assessment
    This module tests the understanding of the student in the topics covered so far.
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Les intervenants

University of Geneva- Kerstin Preuschoff
Associate Professor of Neurofinance and Neuroeconomics
Geneva Finance Research Institute

University of Geneva- Jonas Demaurex
Teaching Assistant
Geneva Finance Research Institute

University of Geneva- Ines Chaieb
SFI Associate Professor of Finance
Geneva Finance Research Institute

University of Geneva- Tony Berrada
SFI Associate Professor of Finance
Geneva Finance Research Institute

University of Geneva- Philipp Krueger
SFI Assistant Professor of Finance
Geneva Finance Research Institute

University of Geneva- Michel Girardin
Lecturer in Macro-Finance - Project Leader for the "Investment Management" specialization
Geneva Finance Research Institute

University of Geneva- Olivier Scaillet
SFI Senior Chaired Professor of Finance and Vice-dean (research) at GSEM
Geneva Finance Research Institute

University of Geneva- Rajna Gibson Brandon
SFI Senior Chaired Professor of Finance and Managing Director of the GFRI
Geneva Finance Research Institute

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Le concepteur

The Indian School of Business has successfully put India on the global map of management education by nurturing young leaders with an understanding of developing economies and the society at large. Through innovations in curricula and pedagogy to reflect the shifting business landscape, the ISB is committed to providing the best venue for management education to meet the growing need to develop young leaders who can manage global challenges.
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La plateforme

Coursera est une entreprise numérique proposant des formations en ligne ouverte à tous fondée par les professeurs d'informatique Andrew Ng et Daphne Koller de l'université Stanford, située à Mountain View, Californie.

Ce qui la différencie le plus des autres plateformes MOOC, c'est qu'elle travaille qu'avec les meilleures universités et organisations mondiales et diffuse leurs contenus sur le web.

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