课程信息
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完成时间大约为31 小时

建议:5 weeks...

英语(English)

字幕:英语(English)

您将获得的技能

Risk ManagementPortfolio ConstructionRisk AnalysisPortfolio Optimization

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31 小时

建议:5 weeks...

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
完成时间为 5 小时

Module 1- Introduction & Risk and Return

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 returns10分钟
Risk & Return: Measuring risk10分钟
Module 1: Risk & Return20分钟
2
完成时间为 6 小时

Module 2: Portfolio construction and diversification

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 return16分钟
Measuring portfolio volatility20分钟
Diversification and portfolio risk30分钟
Module 2: Portfolio construction and diversification20分钟
3
完成时间为 2 小时

Module 3: Mean-variance preferences

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 aversion10分钟
Portfolio choice with mean-variance preferences16分钟
Module 3: Mean-variance preferences12分钟
4
完成时间为 5 小时

Module 4: Optimal capital allocation and portfolio choice

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 optimization10分钟
Optimal capital allocation and portfolio choice18分钟
4.6
47 个审阅Chevron Right

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

来自Portfolio Selection and Risk Management的热门评论

创建者 ASAug 18th 2019

One of the finest courses on Coursera. Gives a deep and invaluable insight into Investment and Portfolio Management theories and practices. A must do!

创建者 AHDec 17th 2016

I really enjoyed this course. Sometimes it required a lot of discipline to analyse investigate, but at the end I've learn a lot.

讲师

Avatar

Arzu Ozoguz

Finance Faculty
Jones Graduate School of Business

关于 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....

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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