课程信息
4.6
74 个评分
8 个审阅
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....
Globe

100% 在线课程

立即开始,按照自己的计划学习。
Calendar

可灵活调整截止日期

根据您的日程表重置截止日期。
Beginner Level

初级

Clock

Approx. 7 hours to complete

建议:The estimated workload for this course is 4 to 5 hours per week...
Comment Dots

English

字幕:English...
Globe

100% 在线课程

立即开始,按照自己的计划学习。
Calendar

可灵活调整截止日期

根据您的日程表重置截止日期。
Beginner Level

初级

Clock

Approx. 7 hours to complete

建议:The estimated workload for this course is 4 to 5 hours per week...
Comment Dots

English

字幕:English...

教学大纲 - 您将从这门课程中学到什么

Week
1
Clock
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....
Reading
7 个视频(共 54 分钟), 3 个阅读材料, 3 个测验
Video7 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
Reading3 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
Quiz3 个练习
Practice Quiz 121分钟
Practice Quiz 212分钟
Quiz 130分钟
Week
2
Clock
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....
Reading
9 个视频(共 64 分钟), 1 个阅读材料, 3 个测验
Video9 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
Reading1 个阅读材料
Utility theory and Attitude toward Risk20分钟
Quiz3 个练习
Practice Quiz -15分钟
Practice Quiz3分钟
Quiz 230分钟
Week
3
Clock
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....
Reading
7 个视频(共 39 分钟), 4 个阅读材料, 2 个测验
Video7 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
Reading4 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
Quiz2 个练习
Practice Quiz9分钟
Weekly assessment 330分钟
Week
4
Clock
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....
Reading
7 个视频(共 62 分钟), 1 个阅读材料, 2 个测验
Video7 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
Reading1 个阅读材料
Successful Backtesting of Algorithmic Trading Strategies20分钟
Quiz2 个练习
Practice Quiz27分钟
Weekly assessment 430分钟
4.6
Briefcase

83%

通过此课程获得实实在在的工作福利

热门审阅

创建者 ADFeb 2nd 2018

Transcript of the video - Mutual Fund Performance is incorrect.\n\nTicket Number raised is 1433666

创建者 APAug 20th 2017

Superbly explained many concepts which was not taught in my B School. Thank u Sir!!

讲师

Ramabhadran Thirumalai

Assistant Professor
Indian School of Business

Prasanna Tantri

Senior Associate Director
Center for Analytical Finance

关于 Indian School of Business

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....

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....
Trading Strategies in Emerging Markets

常见问题

  • Once you enroll for a Certificate, you’ll have access to all videos, quizzes, and programming assignments (if applicable). Peer review assignments can only be submitted and reviewed once your session has begun. If you choose to explore the course without purchasing, you may not be able to access certain assignments.

  • When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.

还有其他问题吗?请访问 学生帮助中心