Investment Strategies and Portfolio Analysis

课程

英语

12 时

来源

来自www.coursera.org

状况

自定进度
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3 序列
等级介绍

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课程详情

教学大纲

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...

先决条件

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讲师

Arzu Ozoguz
Finance Faculty
Jones Graduate School of Business

编辑

莱斯大学是一所美国私立研究型大学，位于德克萨斯州休斯敦市。它位于该市的博物馆区，毗邻德克萨斯医学中心。莱斯大学由威廉-马什-莱斯（William Marsh Rice，en）于 1891 年创建，当时名为 "威廉-马什-莱斯文学、科学和艺术发展学院"（The William Marsh Rice Institute for the Advancement of Letters, Science, and Art），1912 年落成，埃德加-奥德尔-洛维特（Edgar Odell Lovett）担任首任校长。