This course teaches you the concepts of risk and expected return. This course presents an overview of the basic concepts and techniques used to construct financial portfolios. You will learn about the investment process and get a very good understanding of economic, industry, and company analyses. We will also look at understanding and interpreting major portfolio management and risk concepts. Through this course, you will discover the basic concepts of Modern Portfolio Theory.
In the second half of the course we explore the frameworks to measure investment performance, as well as the various measures of investment performance. Finally, you will learn how to measure performance of equity, bonds and hedge funds. After completing this course, you will be able to appreciate the details that go into the creation of investment portfolios.
Este curso faz parte do Programa de cursos integrados Financial Markets and Investment Strategy
Portfolio and Risk Management
oferecido por
Programa - O que você aprenderá com este curso
Semana
1Basics of Investments
The first module discusses the basics of investment process and the time value of money. The concept of time value of money is extended to value assets with cash flows. In the process, we develop shortcuts for valuing annuities and perpetuities. The student is then introduced to the concept of Risk and Return. The module ends with a discussion of Utility theory.
10 vídeos (total de (Total 62 mín.) min), 3 leituras, 1 teste
10 videos
Introduction6min
Investment Process4min
Investment Philosophies7min
Introduction to Time Value of Money7min
Ordinary Annuity7min
Compounding frequency and Effective Annual Rate7min
Annuity Due4min
Perpetuities and stock valuation3min
Expected returns and risk6min
Utility theory5min
3 leituras
6 Different Investment Philosophies10min
Common Investment Strategies of Fund Managers10min
Utility theory and Attitude toward Risk10min
1 exercício prático
Week 1 Assessment20min
Semana
2Concept of risk and return
The second module introduces the student to the concept of portfolio math and the concept of diversification. The student is taught how to construct the investment opportunity set with risky assets and risk-free asset.The student is then introduced to the concept of Market portfolio and the Capital market line.
10 vídeos (total de (Total 59 mín.) min), 4 leituras, 1 teste
10 videos
Capital Allocation6min
Risky portfolios6min
Diversification and efficient frontier5min
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 diversification10min
Diversification: How much is too much?10min
The 15-Stock Diversification Myth10min
Does the composition of the market portfolio really matter?10min
1 exercício prático
Week 2 - Assessment20min
Semana
3Understanding investments
This module introduces the CAPM model and the concept of Beta. The student is taught how to calculate the Beta of a security. The student is also introduced to arbitrage pricing theory.
10 vídeos (total de (Total 52 mín.) min), 2 leituras, 1 teste
10 videos
The CAPM4min
Calculating the CAPM beta6min
The security market line4min
Equilibrium5min
Disequilibrium3min
Estimating beta from data6min
Miscellaneous topics on beta4min
Determinants of the market risk premium4min
Multifactor models5min
The arbitrage pricing theory6min
2 leituras
Does the Capital Asset Pricing Model Work?10min
Multifactor Models10min
1 exercício prático
Week 3 - Assessment20min
Semana
4Security analysis
The main focus of this module is portfolio performance evaluation. You will learn equity valuation.
10 vídeos (total de (Total 58 mín.) min), 3 leituras, 1 teste
10 videos
The arbitrage-free price6min
Commonly-used risk factors4min
Dividend discount models6min
The growth rate of dividends5min
Valuation based on comparable firms4min
The PEG ratio and other valuation multiples6min
Measuring portfolio or fund returns6min
Benchmarks for portfolio performance evaluation6min
Alternate performance measures4min
3 leituras
The Challenge: How To Benchmark Your Investment Portfolio10min
Performance Measurement: The What, Why, and How of the Investment Management Process10min
The 101 ways to measure portfolio performance10min
1 exercício prático
Week 4 - Assessment20min
Melhores avaliações
por MK•Jun 30th 2017
Thank you very much Ramabhadran Thirumalai Sir\n\nThis course is very helpful for learners. explaining method and class slides all are well organised.\n\ncourse went smoothly.
por PV•Dec 8th 2017
This course is like a essential step towards learning financial management. A great course with broad coverage of topics offering in depth and connective understanding.
Instrutores
Ramabhadran Thirumalai
Assistant ProfessorIndian School of Business
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 Financial Markets and Investment Strategy
The Investment Management Specialization teaches professional asset management of securities using portfolio management and behavioral aspects of finance. Specific topics include: an introduction to the basics of finance, how to evaluate risk and expected return, the behavioral aspect of investment strategy, and current trends.
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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