In this course, you will gain an understanding of the theory underlying optimal portfolio construction, the different ways portfolios are actually built in practice and how to measure and manage the risk of such portfolios.
Este curso faz parte do Programa de cursos integrados Gestão de investimentos
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Programa de cursos integrados Gestão de investimentosUniversidade de GenebraUniversidade de GenebraInformações sobre o curso
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Curso 3 de 5 no
Aprox. 8 horas para completar
Inglês
Legendas: Árabe, Francês, Portuguese (European), Italiano, Vietnamita, Alemão, Russo, Inglês, Espanhol
Habilidades que você terá
Portfolio TheoriesRisk ManagementValue At Risk (VAR)Portfolio Optimization
Prazos flexíveis
Redefinir os prazos de acordo com sua programação.
Certificados compartilháveis
Tenha o certificado após a conclusão
100% on-line
Comece imediatamente e aprenda em seu próprio cronograma.
Curso 3 de 5 no
Aprox. 8 horas para completar
Inglês
Legendas: Árabe, Francês, Portuguese (European), Italiano, Vietnamita, Alemão, Russo, Inglês, Espanhol
oferecido por
Universidade de GenebraUniversidade de Genebra
Founded in 1559, the University of Geneva (UNIGE) is one of Europe's leading universities. Devoted to research, education and dialogue, the UNIGE shares the international calling of its host city, Geneva, a centre of international and multicultural activities with a venerable cosmopolitan tradition.
Programa - O que você aprenderá com este curso
1 hora para concluir
General Introduction and Key Concepts
In this introductory week, you will first be presented with a few mistakes you will no longer make after following this course. In order to avoid making these mistakes, you will start by gaining a foundation and understanding of the three main types of information we need in order to build optimal portfolios: expected returns, risk and dependence.
1 hora para concluir
6 vídeos (Total 39 mín.), 2 leituras, 1 teste
2 horas para concluir
Modern Portfolio Theory and Beyond
The focus of this second week is on Modern Portfolio Theory. By understanding how imperfect correlations between asset returns can lead to superior risk-adjusted portfolio returns, we will soon be looking for ways to maximize the effect of diversification, which is at the heart of Modern Portfolio Theory. But we won’t stop there: we will also explore the implications of Modern Portfolio Theory on real-world investment decisions and whether or not these implications are followed by investors. Finally, we will see how Modern Portfolio Theory can be built upon to derive the most popular asset pricing model: the Capital Asset Pricing Model.
2 horas para concluir
14 vídeos (Total 89 mín.)
2 horas para concluir
Asset Allocation
This third week is dedicated to asset allocation. After a short introduction to investor profiling, we will delve into Strategic Asset Allocation (SAA). You will see how it relates to Modern Portfolio Theory and how it differs from Tactical Asset Allocation (TAA). We will look at how both asset allocations can be implemented separately but also in conjunction in order to build portfolios that fulfill investors’ needs and constraints while taking advantage of market opportunities.
2 horas para concluir
14 vídeos (Total 96 mín.), 1 leitura, 1 teste
2 horas para concluir
Risk Management
This fourth and final week is dedicated to risk. We will start by looking in more depth at different sources of risk such as illiquidity and currency risk but also at the different tools available to investors to perform risk management. But how should we measure risk? We will see that it may be valuable to go a step beyond standard deviation, the risk measure we used so far, and look at the Value-at-Risk and Expected Shortfall which focus on potential large losses. Finally, we will use the financial instruments at our disposal to hedge market and currency risk.
2 horas para concluir
14 vídeos (Total 95 mín.)
Avaliações
Principais avaliações do PORTFOLIO AND RISK MANAGEMENT
por KS9 de Set de 2016
Great! This course will help you learn how to make a proper portfolio which optimally matched to your risk&return preference and how to manage your portfolio's risk level with financial instruments.
por DT22 de Jul de 2020
This course has increased my knowledge and understanding of portfolio and risk management. Many important topics have been covered by the instructors which are useful for the learners of finance.
por CF25 de Nov de 2020
Definitely not for people without economical and some math knowledge, but Great content, and fully recommend for anybody looking to improve their knowledge to better take care of your portfolio!
por EM3 de Mai de 2018
Great course - wish there were more examples or exercises on the more technical, math-intensive topics like VaR and ES instead of just an extended explanation of the theory behind the formulas.
Sobre Programa de cursos integrados Gestão de investimentos
In this Specialization, you will understand how investment strategies are designed to reach financial goals in a global context. You will learn the theory that underlies strong investment decisions, as well as practical, real-world skills that you can apply when discussing investment proposals with your advisor, managing your personal assets or your client’s investment portfolio. You will start by developing a global understanding of financial markets and what impacts rational and irrational behaviors have in finance at the micro and macro levels. You will then learn how to adequately build and manage a portfolio with a long-term view while gaining an appreciation for novel research advances in finance and related areas as well as future trends that are shaping the investment management industry. In the final Capstone Project, you will create a sensible 5-year investment plan that accounts for an investor's goals and constraints in a dynamic economic landscape. Key speakers from UBS, our corporate partner, will contribute to this specialization by providing you with practical insights they have gathered through years of experience working for the world’s largest wealth manager.
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