Portfolio Selection and Risk Management

Portfolio Selection and Risk Management

课程
en
英语
25 时
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  • 来自www.coursera.org
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  • 5 序列
  • 等级 介绍

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课程详情

教学大纲

  • 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...

先决条件

没有。

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。

平台

Coursera是一家数字公司,提供由位于加利福尼亚州山景城的计算机教师Andrew Ng和达芙妮科勒斯坦福大学创建的大型开放式在线课程。

Coursera与顶尖大学和组织合作,在线提供一些课程,并提供许多科目的课程,包括:物理,工程,人文,医学,生物学,社会科学,数学,商业,计算机科学,数字营销,数据科学 和其他科目。

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