This course integrates all the learning from the first three courses and guides the learner about ways of building a portfolio of strategies and integrating the same into a hedge fund.
本课程是 Trading Strategies in Emerging Markets 专项课程 专项课程的一部分
Creating a Portfolio
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课程信息
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第 4 门课程（共 5 门）
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初级
完成时间大约为8 小时
建议：The estimated workload for this course is 4 to 5 hours per week
英语（English）
字幕：英语（English）
提供方
印度商学院
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.
教学大纲 - 您将从这门课程中学到什么
完成时间为 3 小时
Module 1
In this module you will learn about the efficient market hypothesis and various market anomalies. In the second half, you will learn how to evaluate the performance of investments.
完成时间为 3 小时
7 个视频 （总计 54 分钟）, 3 个阅读材料, 3 个测验
7 个视频
Types of Market Efficiency10分钟
Anomalies7分钟
Performance measurement 19分钟
Performance measurement 28分钟
Market timing3分钟
Performance measurement 36分钟
3 个阅读材料
The Challenge: How To Benchmark Your Investment Portfolio15分钟
Performance Measurement: The What, Why, and How of the Investment Management Process15分钟
The 101 ways to measure portfolio performance15分钟
3 个练习
Practice Quiz 121分钟
Practice Quiz 212分钟
Quiz 130分钟
完成时间为 2 小时
Module 2
In this module you will lean how to perform style analysis and performance attribution. You will also learn some facts about the mutual fund performance and timing measurement. In the second half of the module you will learn how to calculate the expected returns and risk. The module ends with an understanding of the utility theory.
完成时间为 2 小时
9 个视频 （总计 64 分钟）, 1 个阅读材料, 3 个测验
9 个视频
Style Analysis11分钟
Performance attribution6分钟
Mutual fund performance9分钟
Expected returns and risk6分钟
Utility theory5分钟
Investment Choices and Portfolios5分钟
Capital Allocation6分钟
Risky portfolios6分钟
1 个阅读材料
Utility theory and Attitude toward Risk20分钟
3 个练习
Practice Quiz -15分钟
Practice Quiz3分钟
Quiz 230分钟
完成时间为 2 小时
Module 3
In this module you will learn the importance of diversification in your portfolio. You will learn about the efficient frontier and how to draw it. Also, you will study the investment opportunity set with more than one risky asset and a risk free asset. Finally, you will see how to optimally allocate between a risky and a risk free asset. You will also get a brief idea about the market portfolio and capital market line.
完成时间为 2 小时
7 个视频 （总计 39 分钟）, 4 个阅读材料, 2 个测验
7 个视频
Two fund separation6分钟
Diversification revisited4分钟
Investment opportunity set with two risky assets and a risk-free asset6分钟
Investment opportunity set with three risky assets and a risk-free asset6分钟
The optimal allocation between risky and risk-free assets3分钟
The market portfolio and the capital market line5分钟
4 个阅读材料
The pros' guide to diversification15分钟
Diversification: How much is too much?15分钟
The 15-Stock Diversification Myth15分钟
Does the composition of the market portfolio really matter?15分钟
2 个练习
Practice Quiz9分钟
Weekly assessment 330分钟
完成时间为 2 小时
Module 4
In this module you will learn the basics of trading strategies based on text mining and the importance of a benchmark to evaluate the performance of your portfolio. You will also see how to backtest your trading strategy. Finally, you will learn the importance of reporting and compliance in trading.
完成时间为 2 小时
7 个视频 （总计 62 分钟）, 1 个阅读材料, 2 个测验
7 个视频
Benchmarking12分钟
Reporting3分钟
Financial Instruments10分钟
Backtesting5分钟
How to backtest?13分钟
Conclusion7分钟
1 个阅读材料
Successful Backtesting of Algorithmic Trading Strategies20分钟
2 个练习
Practice Quiz27分钟
Weekly assessment 430分钟
4.5
17 条评论来自Creating a Portfolio 的热门评论
Transcript of the video - Mutual Fund Performance is incorrect.\n\nTicket Number raised is 1433666
Superbly explained many concepts which was not taught in my B School. Thank u Sir!!
关于 Trading Strategies in Emerging Markets 专项课程
This Specialization equips individual investors and money managers with the skills required to develop their own trading strategies and test them. When you complete the Specialization, you’ll be ready to apply eight ready-made trading strategies, based on rigorous academic research, that have been shown to be. You’ll also be able to design your own trading strategy, back test it, and measure its performance.
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您注册课程后，将有权访问专项课程中的所有课程，并且会在完成课程后获得证书。您的电子课程证书将添加到您的成就页中，您可以通过该页打印您的课程证书或将其添加到您的领英档案中。如果您只想阅读和查看课程内容，可以免费旁听课程。
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