Informações sobre o curso
4.7
778 classificações
126 avaliações
Programa de cursos integrados
100% online

100% online

Comece imediatamente e aprenda em seu próprio cronograma.
Prazos flexíveis

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.
Horas para completar

Aprox. 13 horas para completar

Sugerido: 4 weeks of study, 1-3 hours/week...
Idiomas disponíveis

Inglês

Legendas: Inglês...

Habilidades que você terá

Portfolio TheoriesRisk ManagementValue At Risk (VAR)Portfolio Optimization
Programa de cursos integrados
100% online

100% online

Comece imediatamente e aprenda em seu próprio cronograma.
Prazos flexíveis

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.
Horas para completar

Aprox. 13 horas para completar

Sugerido: 4 weeks of study, 1-3 hours/week...
Idiomas disponíveis

Inglês

Legendas: Inglês...

Programa - O que você aprenderá com este curso

Semana
1
Horas para completar
1 horas 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....
Reading
6 vídeos (Total de 39 min), 2 leituras, 1 teste
Video6 videos
Some common mistakes you will no longer make after this course – Portfolio risk6min
Some common mistakes you will no longer make after this course – Free lunch9min
Distribution of returns - Graphical representation8min
Distribution of returns - Numbers5min
The risk-return trade-off - UBS guest speaker5min
Reading2 leituras
Course syllabus5min
Glossary10min
Quiz1 exercícios práticos
Graded quiz on the content of Week 110min
Semana
2
Horas para completar
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....
Reading
14 vídeos (Total de 89 min), 1 teste
Video14 videos
The impact of correlation - Maximizing diversification6min
Reaching the efficient frontier - UBS guest speaker4min
The efficient frontier with a risk-free asset4min
Expanding the asset universe - International diversification5min
Expanding the asset universe - Country versus industry diversification4min
Do investors diversify internationally? - UBS guest speaker3min
The impact of constraints on optimal portfolios8min
The pitfalls of Modern Portfolio Theory - Assumptions8min
The pitfalls of Modern Portfolio Theory - Investors9min
Two-fund separation - Individual decision4min
Two-fund separation - Market level7min
Capital market equilibrium - The Capital Market Line5min
Capital market equilibrium - The Capital Asset Pricing Model9min
Quiz1 exercícios práticos
Graded quiz on the content of Week 215min
Semana
3
Horas para completar
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....
Reading
14 vídeos (Total de 96 min), 1 leitura, 1 teste
Video14 videos
How our age and wealth affect our investment profile - Robo-advisors8min
The path from an investor's profile to his/her optimal investment strategy - UBS guest speaker2min
Strategic asset allocation: MPT in practice - Definitions6min
Strategic asset allocation: MPT in practice - Implementation8min
Asset allocation versus stock picking: what matters more? - UBS guest speaker4min
Rebalancing a portfolio to maintain the SAA - SAA versus TAA6min
Rebalancing a portfolio to maintain the SAA - Weights and bounds9min
Key drivers of tactical asset allocation - Goals8min
Key drivers of tactical asset allocation - Implementation4min
Timing the market with tactical asset allocation - Shiller's CAPE7min
Timing the market with tactical asset allocation - Macroeconomic tools10min
How tactical asset allocation depends on macroeconomic fundamentals - UBS guest speaker6min
How to combine strategic and tactical asset allocations - UBS guest speaker4min
Reading1 leituras
The importance of asset allocation20min
Quiz1 exercícios práticos
Graded quiz on the content of Week 315min
Semana
4
Horas para completar
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....
Reading
14 vídeos (Total de 95 min), 1 teste
Video14 videos
Defining forwards and options - Options11min
Risk as volatility?4min
What about illiquidity? - UBS guest speaker2min
Currency risk - Return7min
Currency risk - Risk6min
Defining the Value-at-Risk4min
Computing the Value-at-Risk5min
Defining the Expected Shortfall6min
Computing the Expected Shortfall3min
Risk management applied to portfolio allocation6min
Banking regulation & Basel recommendations: How did we get there?7min
Hedging against market falls (using options)8min
Hedging against currency risk (using forwards)9min
Quiz1 exercícios práticos
Graded quiz on the content of Week 415min
4.7
126 avaliaçõesChevron Right
Direcionamento de carreira

43%

comecei uma nova carreira após concluir estes cursos
Benefício de carreira

83%

consegui um benefício significativo de carreira com este curso

Melhores avaliações

por KSSep 10th 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 WMSep 11th 2016

Thoroughly engaging presentation of a topic that was very much esoteric to me previously. I would highly recommend this course to anyone looking for insight into portfolio and risk management.

Instrutores

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University of Geneva- Tony Berrada

SFI Associate Professor of Finance
Geneva Finance Research Institute
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University of Geneva- Ines Chaieb

SFI Associate Professor of Finance
Geneva Finance Research Institute
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University of Geneva- Jonas Demaurex

Teaching Assistant
Geneva Finance Research Institute
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University of Geneva- Rajna Gibson Brandon

SFI Senior Chaired Professor of Finance and Managing Director of the GFRI
Geneva Finance Research Institute
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University of Geneva- Michel Girardin

Lecturer in Macro-Finance - Project Leader for the "Investment Management" specialization
Geneva Finance Research Institute
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University of Geneva- Philipp Krueger

SFI Assistant Professor of Finance
Geneva Finance Research Institute
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University of Geneva- Kerstin Preuschoff

Associate Professor of Neurofinance and Neuroeconomics
Geneva Finance Research Institute
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University of Geneva- Olivier Scaillet

SFI Senior Chaired Professor of Finance and Vice-dean (research) at GSEM
Geneva Finance Research Institute

Sobre University of Geneva

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....

Sobre o Programa de cursos integrados Investment Management

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....
Investment Management

Perguntas Frequentes – FAQ

  • 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.

  • 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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