Portfolio Selection and Risk Management
date_range Débute le 19 février 2018
event_note Se termine le 24 avril 2017
list 5 séquences
assignment Niveau : Introductif
label Gestion d'Entreprise
chat_bubble_outline Langue : Anglais
card_giftcard 15 points
- /5
Avis de la communauté
0 avis

Les infos clés

credit_card Formation gratuite
verified_user Certification payante
timer 25 heures de cours

En résumé

When an investor is faced with a portfolio choice problem, the number of possible assets and the various combinations and proportions in which each can be held can seem overwhelming. In this course, you’ll learn the basic principles underlying optimal portfolio construction, diversification, and risk management. You’ll start by acquiring the tools to characterize an investor’s risk and return trade-off. You will next analyze how a portfolio choice problem can be structured and learn how to solve for and implement the optimal portfolio solution. Finally, you will learn about the main pricing models for equilibrium asset prices. Learners will: • Develop risk and return measures for portfolio of assets • Understand the main insights from modern portfolio theory based on diversification • Describe and identify efficient portfolios that manage risk effectively • Solve for portfolio with the best risk-return trade-offs • Understand how risk preference drive optimal asset allocation decisions • Describe and use equilibrium asset pricing models.

more_horiz Lire plus
more_horiz Lire moins
dns

Le programme

  • 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...
store

Le concepteur

Located on a 300-acre forested campus in Houston, 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.
assistant

La plateforme

Coursera est une entreprise numérique proposant des formation 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.

Quelle note donnez-vous à cette ressource ?
Contenu
0/5
Plateforme
0/5
Animation
0/5