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. In the first part of the course, you will be taught ways of measuring the contribution of a strategy to a portfolio in terms of risk and return. You will be able to appreciate the consequences of including a strategy to a new as well an existing portfolio. Next, you are taught various ways of conducting the tilting analysis in order to determine the optimal weight to be placed on each strategy. After this you will learn to develop techniques for minimizing overall portfolio risk. You will also get a basic overview of the regulatory framework that is applicable to hedge funds. You will know about different types of investors and the expectations of each type of investors.
提供方
教学大纲 - 您将从这门课程中学到什么
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.
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.
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.
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.
50%
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!!
讲师
Ramabhadran Thirumalai
Assistant Professor
Prasanna Tantri
Senior Associate Director关于 印度商学院
关于 Trading Strategies in Emerging Markets 专项课程
常见问题
我什么时候能够访问课程视频和作业？
注册以便获得证书后，您将有权访问所有视频、测验和编程作业（如果适用）。只有在您的班次开课之后，才可以提交和审阅同学互评作业。如果您选择在不购买的情况下浏览课程，可能无法访问某些作业。
我订阅此专项课程后会得到什么？
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。
退款政策是如何规定的？
有助学金吗？
还有其他问题吗？请访问 学生帮助中心。
