This course integrates all the learning from the first three courses and guides the learner about ways of building a portfolio of strategies and integrating the same into a hedge fund.
In the first part of the course, you will be taught ways of measuring the contribution of a strategy to a portfolio in terms of risk and return. You will be able to appreciate the consequences of including a strategy to a new as well an existing portfolio.
Next, you are taught various ways of conducting the tilting analysis in order to determine the optimal weight to be placed on each strategy. After this you will learn to develop techniques for minimizing overall portfolio risk.
You will also get a basic overview of the regulatory framework that is applicable to hedge funds. You will know about different types of investors and the expectations of each type of investors.
Este curso faz parte do Programa de cursos integrados Trading Strategies in Emerging Markets
Creating a Portfolio
oferecido por
Programa - O que você aprenderá com este curso
Semana
13 horas para concluir
Module 1
In this module you will learn about the efficient market hypothesis and various market anomalies. In the second half, you will learn how to evaluate the performance of investments.
7 vídeos (total de (Total 54 mín.) min), 3 leituras, 3 testes
7 videos
Types of Market Efficiency10min
Anomalies7min
Performance measurement 19min
Performance measurement 28min
Market timing3min
Performance measurement 36min
3 leituras
The Challenge: How To Benchmark Your Investment Portfolio15min
Performance Measurement: The What, Why, and How of the Investment Management Process15min
The 101 ways to measure portfolio performance15min
3 exercícios práticos
Practice Quiz 121min
Practice Quiz 212min
Quiz 130min
Semana
22 horas para concluir
Module 2
In this module you will lean how to perform style analysis and performance attribution. You will also learn some facts about the mutual fund performance and timing measurement. In the second half of the module you will learn how to calculate the expected returns and risk. The module ends with an understanding of the utility theory.
9 vídeos (total de (Total 64 mín.) min), 1 leitura, 3 testes
9 videos
Style Analysis11min
Performance attribution6min
Mutual fund performance9min
Expected returns and risk6min
Utility theory5min
Investment Choices and Portfolios5min
Capital Allocation6min
Risky portfolios6min
1 leituras
Utility theory and Attitude toward Risk20min
3 exercícios práticos
Practice Quiz -15min
Practice Quiz3min
Quiz 230min
Semana
32 horas para concluir
Module 3
In this module you will learn the importance of diversification in your portfolio. You will learn about the efficient frontier and how to draw it. Also, you will study the investment opportunity set with more than one risky asset and a risk free asset. Finally, you will see how to optimally allocate between a risky and a risk free asset. You will also get a brief idea about the market portfolio and capital market line.
7 vídeos (total de (Total 39 mín.) min), 4 leituras, 2 testes
7 videos
Two fund separation6min
Diversification revisited4min
Investment opportunity set with two risky assets and a risk-free asset6min
Investment opportunity set with three risky assets and a risk-free asset6min
The optimal allocation between risky and risk-free assets3min
The market portfolio and the capital market line5min
4 leituras
The pros' guide to diversification15min
Diversification: How much is too much?15min
The 15-Stock Diversification Myth15min
Does the composition of the market portfolio really matter?15min
2 exercícios práticos
Practice Quiz9min
Weekly assessment 330min
Semana
42 horas para concluir
Module 4
In this module you will learn the basics of trading strategies based on text mining and the importance of a benchmark to evaluate the performance of your portfolio. You will also see how to backtest your trading strategy. Finally, you will learn the importance of reporting and compliance in trading.
7 vídeos (total de (Total 62 mín.) min), 1 leitura, 2 testes
7 videos
Benchmarking12min
Reporting3min
Financial Instruments10min
Backtesting5min
How to backtest?13min
Conclusion7min
1 leituras
Successful Backtesting of Algorithmic Trading Strategies20min
2 exercícios práticos
Practice Quiz27min
Weekly assessment 430min
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Melhores avaliações
Transcript of the video - Mutual Fund Performance is incorrect.\n\nTicket Number raised is 1433666
Superbly explained many concepts which was not taught in my B School. Thank u Sir!!
Instrutores
Ramabhadran Thirumalai
Assistant ProfessorIndian School of Business
Prasanna Tantri
Senior Associate DirectorCenter for Analytical Finance
Sobre Indian School of Business
The Indian School of Business has successfully put India on the global map of management education by nurturing young leaders with an understanding of developing economies and the society at large. Through innovations in curricula and pedagogy to reflect the shifting business landscape, the ISB is committed to providing the best venue for management education to meet the growing need to develop young leaders who can manage global challenges.
Sobre o Programa de cursos integrados Trading Strategies in Emerging Markets
This Specialization equips individual investors and money managers with the skills required to develop their own trading strategies and test them. When you complete the Specialization, you’ll be ready to apply eight ready-made trading strategies, based on rigorous academic research, that have been shown to be. You’ll also be able to design your own trading strategy, back test it, and measure its performance.
Perguntas Frequentes – FAQ
Quando terei acesso às palestras e às tarefas?
Ao se inscrever para um Certificado, você terá acesso a todos os vídeos, testes e tarefas de programação (se aplicável). Tarefas avaliadas pelos colegas apenas podem ser enviadas e avaliadas após o início da sessão. Caso escolha explorar o curso sem adquiri-lo, talvez você não consiga acessar certas tarefas.
O que recebo ao me inscrever nesta Especialização?
Quando você se inscreve no curso, tem acesso a todos os cursos na Especialização e pode obter um certificado quando concluir o trabalho. Seu Certificado eletrônico será adicionado à sua página de Participações e você poderá imprimi-lo ou adicioná-lo ao seu perfil no LinkedIn. Se quiser apenas ler e assistir o conteúdo do curso, você poderá frequentá-lo como ouvinte sem custo.
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