关于此课程： In this course, you will learn about the famous dichotomy between active and passive investing, how to appropriately measure and analyze investment performance and what the future trends in the investment management industry are. You will first learn about absolute and relative performance, risk-adjusted returns and how to decompose investment performance. The focus will then shift to the two main categories of investment vehicles, active and passive funds, and what they entail in terms of expected performance. Finally, you will explore the worlds of sustainable finance, neurofinance and fintech, three areas of research that will shape the future of the investment management industry. You will also benefit from the insights of experts from UBS, our corporate partner, on the practical implementation of the various concepts we will develop in this course.
教学方： University of Geneva- Tony Berrada, SFI Associate Professor of Finance
Geneva Finance Research Institute教学方： University of Geneva- Ines Chaieb, SFI Associate Professor of Finance
Geneva Finance Research Institute教学方： University of Geneva- Jonas Demaurex, Teaching Assistant
Geneva Finance Research Institute教学方： University of Geneva- Rajna Gibson Brandon, SFI Senior Chaired Professor of Finance and Managing Director of the GFRI
Geneva Finance Research Institute教学方： University of Geneva- Michel Girardin, Lecturer in Macro-Finance - Project Leader for the "Investment Management" specialization
Geneva Finance Research Institute教学方： University of Geneva- Philipp Krueger, SFI Assistant Professor of Finance
Geneva Finance Research Institute教学方： University of Geneva- Kerstin Preuschoff, Associate Professor of Neurofinance and Neuroeconomics
Geneva Finance Research Institute教学方： University of Geneva- Olivier Scaillet, SFI Senior Chaired Professor of Finance and Vice-dean (research) at GSEM
Geneva Finance Research Institute教学方： University of Geneva- Philip Valta, SFI Assistant Professor of Finance
Geneva Finance Research Institute
| 基本信息 | 课程 4（共 5 门，投资管理 Specialization ） |
| 承诺学习时间 | 4 weeks of study, 1-3 hours/week |
| 语言 | English |
| 如何通过 | 通过所有计分作业以完成课程。 |
| 用户评分 |
- 视频: Some common mistakes you will no longer make after this course - Performance
- 视频: Some common mistakes you will no longer make after this course - Selling
- 视频: What is useful to know before this course?
- 视频: Some products you will master when you next meet your bank advisor - Mutual funds
- 视频: Some products you will master when you next meet your bank advisor - Closed-end funds
- Lecture: Glossary
- 视频: Introduction to active versus passive management - Definitions
- 视频: Introduction to active versus passive management - Passive
- 视频: Introduction to active versus passive management - Active
- Demande de discussion: Would you favor active over passive management?
- 视频: Choosing the right benchmark - UBS guest speaker
- 视频: Shifting from relative to absolute return mandates
- Demande de discussion: Would you rather opt for an absolute or a relative return mandate?
- 视频: The Sharpe, Treynor and Sortino ratios - Sharpe
- 视频: The Sharpe, Treynor and Sortino ratios - Treynor and Sortino
- 视频: Tracking Error - UBS guest speaker
- 视频: Using asset pricing models to estimate fund performance
- 视频: Defining performance analysis - UBS guest speaker
- 视频: Performance attribution - Introduction
- 视频: Performance attribution - Example
- 视频: Dimensions in ETF selection - UBS guest speaker
- 视频: Beating the benchmark or the peer group? - Peer group analysis
- 视频: Beating the benchmark or the peer group? - Screening criteria
- 视频: The information ratio says it all
- 视频: What are the pros and cons of a structured product?
- 视频: Searching for hedge fund alpha: lessons from academia - Asset pricing model
- 视频: Searching for hedge fund alpha: lessons from academia - Evidence
- 视频: Do active funds really outperform passive funds? - Preliminaries
- 视频: Do active funds really outperform passive funds? - Evidence
- 视频: Active versus passive management - UNIGE & UBS Discussion - Part 1
- 视频: Active versus passive management - UNIGE & UBS Discussion - Part 2
- Demande de discussion: What is your main takeaway from the active versus passive discussion?
- 视频: Corporate sustainability and sustainable investing
- 视频: Sustainable investing: exclusion, impact investing & integration - UBS guest speaker
- 视频: Does sustainable investing perform in line with traditional investing? - Theoretical arguments
- 视频: Does sustainable investing perform in line with traditional investing? - Evidence
- 视频: Climate change and capital markets - Introduction
- 视频: Climate change and capital markets - Methodology
- Demande de discussion: How important is sustainable investing to you?
- 视频: What is Neurofinance?
- 视频: Understanding brain activity for better investment decisions
- 视频: Can business analytics (Big Data) improve the value-added of TAA?
- 视频: Using a Robo-advisor to better shape the SAA
- 视频: Specialization Outro
Chaque cours fonctionne comme un manuel interactif en proposant des vidéos préenregistrées, des quiz et des projets.
Connectez-vous à des milliers d'autres étudiants et débattez sur des idées, discutez le contenu du cours et obtenez de l'aide pour en maîtriser les concepts.
Obtenez une reconnaissance officielle pour votre travail et partagez votre réussite avec vos amis, vos collègues et vos employeurs.
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Great Content, Great Teachers!
Great instructors (esp Prof Girardin), and easy to follow course
Very well designed and taught course, absolutely loved Dr. Michel Girardin's lectures
The course kicks off with the debate of advantages and disadvantages of passive versus active fund management. It moves to sustainable investing and closes with more advanced topics on neuro-finance and roboadvisory topics. These were sweet and deep waters for me!