课程信息
4.1
112 个评分
31 个审阅
专项课程

第 4 门课程(共 5 门),位于

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100% 在线

立即开始,按照自己的计划学习。
可灵活调整截止日期

可灵活调整截止日期

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完成时间(小时)

完成时间大约为16 小时

建议:4 weeks of study...
可选语言

英语(English)

字幕:英语(English)...
专项课程

第 4 门课程(共 5 门),位于

100% 在线

100% 在线

立即开始,按照自己的计划学习。
可灵活调整截止日期

可灵活调整截止日期

根据您的日程表重置截止日期。
完成时间(小时)

完成时间大约为16 小时

建议:4 weeks of study...
可选语言

英语(English)

字幕:英语(English)...

教学大纲 - 您将从这门课程中学到什么

1
完成时间(小时)
完成时间为 4 小时

Performance measurement and benchmarking

In this module, we focus on the central problem of performance measurement: how do you assess the increase in your wealth over a given period and evaluate the risk that was involved? In this module, you will learn how to calculate different return and risk measures and how you use these measures to evaluate a portfolio’s performance relative to a benchmark. ...
Reading
9 个视频(共 66 分钟), 7 个阅读材料, 3 个测验
Video9 个视频
Brief review of measuring returns12分钟
Measuring dollar-weighted vs. time-weighted returns5分钟
Computing excess returns over a benchmark11分钟
Compounding excess returns: Geometric mean excess return8分钟
Basic measures of risk8分钟
Measuring bad variation7分钟
Tracking error and residual risk6分钟
Summary1分钟
Reading7 个阅读材料
Grading Policy10分钟
How to use discussion forums10分钟
Pre-Course Survey10分钟
Lecture handouts: Comparing two portfolio returns10分钟
Comparing two portfolio returns- Quiz Solutions10分钟
Lecture handouts: Revisiting measures of risk10分钟
Revisiting measures of risk- Quiz Solutions10分钟
Quiz2 个练习
Comparing two portfolio returns26分钟
Revisiting measures of risk6分钟
2
完成时间(小时)
完成时间为 5 小时

Active vs. passive investing: Risk-adjusted return measures

In this module, we focus on constructing return-to-risk measures in order to compare investments in terms of their desirability. You are going to learn several different ways to calculate risk-adjusted return measures for an actively managed fund and understand how these measures differ from each other....
Reading
9 个视频(共 47 分钟), 8 个阅读材料, 2 个测验
Video9 个视频
Sharpe ratio - Introduction to general notion4分钟
Constructing the Sharpe ratio6分钟
Sortino ratio3分钟
Treynor’s measure2分钟
Jensen’s alpha13分钟
Appraisal ratio and information ratio5分钟
Comparing the risk-adjusted measures6分钟
Summary1分钟
Reading8 个阅读材料
Accompanying spreadsheet for "Jensen's alpha"10分钟
Accompanying spreadsheet for "Appraisal ratio and information ratio"10分钟
“The Sharpe ratio”, by William F. Sharpe10分钟
The Sharpe ratio and the information ratio10分钟
Lecture handouts: Risk-adjusted return measures10分钟
Instructions for practice quiz10分钟
Solutions10分钟
Active vs. passive investing: Risk-adjusted return measures - Quiz Solutions10分钟
Quiz2 个练习
Risk-adjusted return measures分钟
Active vs. passive investing: Risk-adjusted return measures30分钟
3
完成时间(小时)
完成时间为 6 小时

Performance evaluation: Style analysis and performance attribution

In this module, you are going to learn to use two analytical tools that are widely used in practice to evaluate what the portfolio performance can be attributed to. You will first learn about style analysis. Then, you will learn about attribution analysis, which has become a crucial component in internal evaluation system of investment managers and institutional clients in the industry. Focus will be placed on the practical applications. ...
Reading
7 个视频(共 40 分钟), 9 个阅读材料, 3 个测验
Video7 个视频
Style analysis7分钟
Style Analysis - Part II4分钟
Style analysis: How does it work?7分钟
Performance attribution7分钟
Performance attribution: Numerical illustration7分钟
Summary2分钟
Reading9 个阅读材料
Lecture handouts: Style Analysis10分钟
Style Analysis: Accompanying Excel spreadsheet10分钟
Asset allocation: Management style and performance measurement10分钟
Style Analysis - Quiz solutions10分钟
Lecture handouts: Performance attribution10分钟
Total Portfolio Performance Attribution Methodology10分钟
Performance attribution - Quiz Solutions10分钟
Performance evaluation: Style analysis and performance attribution- Quiz Solutions10分钟
End-Of-Course Survey10分钟
Quiz3 个练习
Style Analysis分钟
Performance attribution分钟
Performance evaluation: Style analysis and performance attribution30分钟
4.1

热门审阅

创建者 MMAug 13th 2017

Very practical course. Highly recommended for someone pursuing a asset management role.

讲师

Avatar

Arzu Ozoguz

Finance Faculty
Jones Graduate School of Business

关于 Rice University

Rice University is consistently ranked among the top 20 universities in the U.S. and the top 100 in the world. Rice has highly respected schools of Architecture, Business, Continuing Studies, Engineering, Humanities, Music, Natural Sciences and Social Sciences and is home to the Baker Institute for Public Policy....

关于 Investment and Portfolio Management 专项课程

In this four-course Specialization, you’ll learn the essential skills of portfolio management and personal investing. All investors – from the largest wealth funds to the smallest individual investors – share common issues in investing: how to meet their liabilities, how to decide where to invest, and how much risk to take on. In this Specialization, you will learn how to think about, discuss, and formulate solutions to these investment questions. You will learn the theory and the real-world skills necessary to design, execute, and evaluate investment proposals that meet financial objectives. You will begin with an overview of global financial markets and instruments that characterize the investment opportunities available to today’s investor. You will then learn how to construct optimal portfolios that manage risk effectively, and how to capitalize on understanding behavioral biases and irrational behavior in financial markets. You will learn the best practices in portfolio management and performance evaluation as well as current investment strategies. By the end of your Capstone Project, you will have mastered the analytical tools, quantitative skills, and practical knowledge necessary for long-term investment management success. To see an overview video for this Specialization, click here!...
Investment and Portfolio Management

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