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.
Este curso faz parte do Programa de cursos integrados Investment and Portfolio Management
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Programa de cursos integrados Investment and Portfolio ManagementUniversidade RiceInformações sobre o curso
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Resultados de carreira do aprendiz
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Certificados compartilháveis
Tenha o certificado após a conclusão
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Prazos flexíveis
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Aprox. 15 horas para completar
Inglês
Legendas: Árabe, Francês, Portuguese (European), Chinês (simplificado), Italiano, Vietnamita, Coreano, Alemão, Russo, Turco, Inglês, Espanhol
Resultados de carreira do aprendiz
50%
comecei uma nova carreira após concluir estes cursos
50%
consegui um benefício significativo de carreira com este curso
Certificados compartilháveis
Tenha o certificado após a conclusão
100% on-line
Comece imediatamente e aprenda em seu próprio cronograma.
Prazos flexíveis
Redefinir os prazos de acordo com sua programação.
Aprox. 15 horas para completar
Inglês
Legendas: Árabe, Francês, Portuguese (European), Chinês (simplificado), Italiano, Vietnamita, Coreano, Alemão, Russo, Turco, Inglês, Espanhol
oferecido por
Universidade Rice
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.
Programa - O que você aprenderá com este curso
4 horas para concluir
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.
4 horas para concluir
9 vídeos (Total 66 mín.), 7 leituras, 3 testes
9 videos
Brief review of measuring returns12min
Measuring dollar-weighted vs. time-weighted returns5min
Computing excess returns over a benchmark11min
Compounding excess returns: Geometric mean excess return8min
Basic measures of risk8min
Measuring bad variation7min
Tracking error and residual risk6min
Summary1min
7 leituras
Grading Policy10min
How to use discussion forums10min
Pre-Course Survey10min
Lecture handouts: Comparing two portfolio returns10min
Comparing two portfolio returns- Quiz Solutions10min
Lecture handouts: Revisiting measures of risk10min
Revisiting measures of risk- Quiz Solutions10min
2 exercícios práticos
Comparing two portfolio returns30min
Revisiting measures of risk30min
5 horas para concluir
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.
5 horas para concluir
9 vídeos (Total 47 mín.), 8 leituras, 2 testes
9 videos
Introduction2min
Sharpe ratio - Introduction to general notion4min
Constructing the Sharpe ratio6min
Sortino ratio3min
Treynor’s measure2min
Jensen’s alpha13min
Appraisal ratio and information ratio5min
Comparing the risk-adjusted measures6min
Summary1min
8 leituras
Accompanying spreadsheet for "Jensen's alpha"10min
Accompanying spreadsheet for "Appraisal ratio and information ratio"10min
“The Sharpe ratio”, by William F. Sharpe10min
The Sharpe ratio and the information ratio10min
Lecture handouts: Risk-adjusted return measures10min
Instructions for practice quiz10min
Solutions10min
Active vs. passive investing: Risk-adjusted return measures - Quiz Solutions10min
2 exercícios práticos
Risk-adjusted return measures1h
Active vs. passive investing: Risk-adjusted return measures1h 30min
6 horas para concluir
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.
6 horas para concluir
7 vídeos (Total 40 mín.), 9 leituras, 3 testes
7 videos
Introduction2min
Style analysis7min
Style Analysis - Part II4min
Style analysis: How does it work?7min
Performance attribution7min
Performance attribution: Numerical illustration7min
Summary2min
9 leituras
Lecture handouts: Style Analysis10min
Style Analysis: Accompanying Excel spreadsheet10min
Asset allocation: Management style and performance measurement10min
Style Analysis - Quiz solutions10min
Lecture handouts: Performance attribution10min
Total Portfolio Performance Attribution Methodology10min
Performance attribution - Quiz Solutions10min
Performance evaluation: Style analysis and performance attribution- Quiz Solutions10min
End-Of-Course Survey10min
3 exercícios práticos
Style Analysis1h
Performance attribution1h
Performance evaluation: Style analysis and performance attribution1h 30min
Avaliações
Principais avaliações do INVESTMENT STRATEGIES AND PORTFOLIO ANALYSIS
por BC30 de Jul de 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!
por ME14 de Fev de 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.
por VF16 de Dez de 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.
por FR24 de Ago de 2020
The techniques learned i this course can be applied in various investment settings. The excel workings really make things easy and applicable
Sobre Programa de cursos integrados Investment and Portfolio Management
In this four-course Specialization, you’ll learn the essential skills of portfolio management and personal investing.
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