课程信息

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50%

完成这些课程后已开始新的职业生涯

50%

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可分享的证书
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完成时间大约为23 小时
英语(English)

您将获得的技能

Risk ManagementPortfolio ConstructionRisk AnalysisPortfolio Optimization

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。
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23 小时
英语(English)

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莱斯大学

教学大纲 - 您将从这门课程中学到什么

内容评分Thumbs Up92%(2,047 个评分)Info
1

1

完成时间为 5 小时

Module 1- Introduction & Risk and Return

完成时间为 5 小时
10 个视频 (总计 64 分钟), 11 个阅读材料, 4 个测验
10 个视频
Overview – No free lunches! Risk and return trade-off4分钟
Measuring returns: Geometric average returns6分钟
Measuring returns: Arithmetic average returns4分钟
Measuring risk: Volatility of returns8分钟
Alternative measures of risk7分钟
More on measuring risk and risk measures4分钟
Measuring risk and return: Illustration with four stocks8分钟
Historical record on risk-return patterns8分钟
Summary1分钟
11 个阅读材料
Grading Policy10分钟
How to use discussion forums10分钟
Meet & Greet: Get to know your classmates10分钟
Pre-Course Survey10分钟
Lecture handouts: Risk and return: Measuring returns10分钟
Risk and return: Measuring returns Quiz Solutions10分钟
Lecture handouts: Risk and return: Measuring risk10分钟
Risk & Return: Measuring risk Quiz solutions10分钟
Lecture handouts: Risk and return: Historical record10分钟
Investing: Stocks for the long run (optional)10分钟
Module 1: Risk & Return Solutions10分钟
3 个练习
Risk and return: Measuring returns30分钟
Risk & Return: Measuring risk30分钟
Module 1: Risk & Return30分钟
2

2

完成时间为 7 小时

Module 2: Portfolio construction and diversification

完成时间为 7 小时
16 个视频 (总计 83 分钟), 12 个阅读材料, 6 个测验
16 个视频
Measuring the expected return of a portfolio8分钟
Let’s review how we measure risk for a single asset4分钟
Finding the volatility of a portfolio return3分钟
Portfolio volatility: Another example2分钟
Measuring the co-movement between securities9分钟
Putting it all together… portfolio risk and diversification7分钟
Diversification and portfolio risk3分钟
Diversification: A graphical illustration with two assets4分钟
Diversification: A graphical illustration with three assets3分钟
Diversification: Systematic risk and idiosyncratic risk7分钟
Diversification: An illustration from international equity markets (US and Japan only)11分钟
Mean-variance frontier and efficient portfolios: International equity investment example (G5 countries)5分钟
Are you diversified adequately?4分钟
Mean-variance portfolio analysis5分钟
Summary1分钟
12 个阅读材料
Lecture handouts: Measuring portfolio expected return
Measuring expected portfolio return Quiz solutions10分钟
Lecture handouts: Measuring portfolio volatility
Measuring portfolio volatility Quiz solutions10分钟
Accompanying spreadsheets for "Diversification: An illustration from international equity markets (US and Japan only)"10分钟
A Note on using EXCEL Solver10分钟
Lecture handouts: Diversification and portfolio risk
Lecture handouts: Mean-variance frontier and efficient portfolios: International equity investment example
Diversification and portfolio risk Quiz solutions10分钟
Equity investing: Globalization and diversification (optional)10分钟
Lecture handouts: Are you adequately diversified?
Module 2: Portfolio construction and diversification- Solutions10分钟
4 个练习
Measuring expected portfolio return30分钟
Measuring portfolio volatility30分钟
Diversification and portfolio risk30分钟
Module 2: Portfolio construction and diversification30分钟
3

3

完成时间为 3 小时

Module 3: Mean-variance preferences

完成时间为 3 小时
7 个视频 (总计 47 分钟), 7 个阅读材料, 3 个测验
7 个视频
Preferences: Utility functions8分钟
Risk aversion9分钟
Expected utility6分钟
Mean-variance preferences8分钟
Portfolio choice problem with mean-variance preferences: A graphical illustration with equity and bond data10分钟
Summary1分钟
7 个阅读材料
Lecture handouts: Utility and risk aversion
A note on measuring risk aversion and certainty equivalent10分钟
Utility and Risk aversion Quiz solutions10分钟
Lecture handouts: Mean-variance preferences
Portfolio choice with mean-variance preferences quiz solutions10分钟
Measure your own risk tolerance10分钟
Module 3: Mean-variance preferences- Solutions10分钟
3 个练习
Utility and risk aversion30分钟
Portfolio choice with mean-variance preferences30分钟
Module 3: Mean-variance preferences30分钟
4

4

完成时间为 5 小时

Module 4: Optimal capital allocation and portfolio choice

完成时间为 5 小时
10 个视频 (总计 63 分钟), 12 个阅读材料, 3 个测验
10 个视频
Capital allocation line11分钟
Solving for the optimal capital allocation7分钟
Optimal capital allocation example: U.S. equities and Treasuries10分钟
Finding the optimal risky portfolio: Maximizing the Sharpe ratio6分钟
Main insight: The optimal risky portfolio is independent of preferences2分钟
Finding the optimal risk portfolio when you have multiple risky securities10分钟
Investment decision process5分钟
What’s wrong with mean-variance portfolio analysis?4分钟
Summary2分钟
12 个阅读材料
A note on optimal capital allocation10分钟
Accompanying spreadsheets for "Optimal Capital Allocation Example: US Equities and Treasuries"10分钟
Lecture handouts: Mean-variance optimization
Mean-variance optimization Quiz solutions10分钟
Analytical solution to MVE portfolio (two risky assets)10分钟
A note on finding the mean variance efficient portfolio (Two risky assets)10分钟
Accompanying spreadsheets for "Finding the optimal risky portfolio: Maximizing the Sharpe ratio"10分钟
A note on finding the minimum variance frontier with multiple risky assets10分钟
Accompanying spreadsheet for finding minimum variance frontier with multiple risky assets10分钟
Lecture handouts: Optimal risky portfolio choice
Lecture handouts
Optimal capital allocation and portfolio choice- Solutions10分钟
2 个练习
Mean-variance optimization30分钟
Optimal capital allocation and portfolio choice30分钟

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