In this course, you will learn about latest investment strategies and performance evaluation. You will start by learning portfolio performance measures and discuss best practices in portfolio performance evaluation. You will explore different evaluation techniques such as style analysis and attribution analysis and apply them to evaluate different investment strategies. Special emphasis will be given to recent financial market innovations and current investment trends.
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第 4 门课程（共 5 门）
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完成时间大约为14 小时
英语（English）
字幕：英语（English）
学生职业成果
50%
完成这些课程后已开始新的职业生涯
50%
通过此课程获得实实在在的工作福利
可分享的证书
完成后获得证书
100% 在线
立即开始，按照自己的计划学习。
第 4 门课程（共 5 门）
可灵活调整截止日期
根据您的日程表重置截止日期。
完成时间大约为14 小时
英语（English）
字幕：英语（English）
提供方
莱斯大学
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.
教学大纲 - 您将从这门课程中学到什么
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.
完成时间为 4 小时
9 个视频 （总计 66 分钟）, 7 个阅读材料, 3 个测验
9 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
7 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
2 个练习
Comparing two portfolio returns26分钟
Revisiting measures of risk6分钟
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.
完成时间为 5 小时
9 个视频 （总计 47 分钟）, 8 个阅读材料, 2 个测验
9 个视频
Introduction2分钟
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
8 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
2 个练习
Risk-adjusted return measures1小时
Active vs. passive investing: Risk-adjusted return measures1 小时 30 分
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.
完成时间为 6 小时
7 个视频 （总计 40 分钟）, 9 个阅读材料, 3 个测验
7 个视频
Introduction2分钟
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
9 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
3 个练习
Style Analysis1小时
Performance attribution1小时
Performance evaluation: Style analysis and performance attribution1 小时 30 分
审阅
来自INVESTMENT STRATEGIES AND PORTFOLIO ANALYSIS的热门评论
由 BC 提供Jul 30, 2017
A really good course that I would certainly recommend. The only thing that let it down was that some of the solutions to the final quiz were incorrect and led to some frustration on the forum!
由 ME 提供Feb 14, 2018
Excellent course, unfortunately ruined by the lack of support from mentoring or teaching staff. Also getting a peer review assigned is very difficult, probably due to shortage of students.
由 VF 提供Dec 16, 2017
I think that this particular course could have a bit deeper dive into the topic, felt more like a general overview compared to previous courses in the specialization.
由 TD 提供Mar 9, 2017
Excellent presentation on investment strategies and portfolio analysis, Thanks you! Noted a few issues with the quiz and spreadsheet presented which had some errors.
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!
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