About this course: 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. You will start by studying how imperfect correlation between assets leads to diversified and optimal portfolios as well as the consequences in terms of asset pricing. Then, you will learn how to shape an investor's profile and build an adequate portfolio by combining strategic and tactical asset allocations. Finally, you will have a more in-depth look at risk: its different facets and the appropriate tools and techniques to measure it, manage it and hedge it. Key speakers from UBS, our corporate partner, will regularly add a practical perspective on these different topics as you progress through the course.
Taught by: University of Geneva- Tony Berrada, SFI Associate Professor of Finance
Geneva Finance Research Institute
Taught by: University of Geneva- Ines Chaieb, SFI Associate Professor of Finance
Geneva Finance Research Institute
Taught by: University of Geneva- Jonas Demaurex, Teaching Assistant
Geneva Finance Research Institute
Taught by: University of Geneva- Rajna Gibson Brandon, SFI Senior Chaired Professor of Finance and Managing Director of the GFRI
Geneva Finance Research Institute
Taught by: University of Geneva- Michel Girardin, Lecturer in Macro-Finance - Project Leader for the "Investment Management" specialization
Geneva Finance Research Institute
Taught by: University of Geneva- Philipp Krueger, SFI Assistant Professor of Finance
Geneva Finance Research Institute
Taught by: University of Geneva- Kerstin Preuschoff, Associate Professor of Neurofinance and Neuroeconomics
Geneva Finance Research Institute
Taught by: University of Geneva- Olivier Scaillet, SFI Senior Chaired Professor of Finance and Vice-dean (research) at GSEM
Geneva Finance Research Institute
| Basic Info |
Course 3 of 5 in the
Investment Management Specialization.
|
| Commitment | 4 weeks of study, 1-3 hours/week |
| Language | English |
| How To Pass | Pass all graded assignments to complete the course. |
| User Ratings |
- Video: Why you should choose this course
- Reading: Course syllabus
- Video: Some common mistakes you will no longer make after this course – Portfolio risk
- Video: Some common mistakes you will no longer make after this course – Free lunch
- Reading: Glossary
- Video: Distribution of returns - Graphical representation
- Video: Distribution of returns - Numbers
- Discussion Prompt: How would you build your portfolio?
- Video: The risk-return trade-off - UBS guest speaker
- Video: The impact of correlation - The benefits of diversification
- Video: The impact of correlation - Maximizing diversification
- Video: Reaching the efficient frontier - UBS guest speaker
- Video: The efficient frontier with a risk-free asset
- Video: Expanding the asset universe - International diversification
- Video: Expanding the asset universe - Country versus industry diversification
- Video: Do investors diversify internationally? - UBS guest speaker
- Discussion Prompt: How much would you be willing to invest abroad?
- Video: The impact of constraints on optimal portfolios
- Video: The pitfalls of Modern Portfolio Theory - Assumptions
- Video: The pitfalls of Modern Portfolio Theory - Investors
- Video: Two-fund separation - Individual decision
- Video: Two-fund separation - Market level
- Video: Capital market equilibrium - The Capital Market Line
- Video: Capital market equilibrium - The Capital Asset Pricing Model
- Video: How our age and wealth affect our investment profile - Main views
- Video: How our age and wealth affect our investment profile - Robo-advisors
- Discussion Prompt: Would you follow the advice of a Robo-advisor?
- Video: The path from an investor's profile to his/her optimal investment strategy - UBS guest speaker
- Video: Strategic asset allocation: MPT in practice - Definitions
- Video: Strategic asset allocation: MPT in practice - Implementation
- Reading: The importance of asset allocation
- Video: Asset allocation versus stock picking: what matters more? - UBS guest speaker
- Video: Rebalancing a portfolio to maintain the SAA - SAA versus TAA
- Video: Rebalancing a portfolio to maintain the SAA - Weights and bounds
- Video: Key drivers of tactical asset allocation - Goals
- Video: Key drivers of tactical asset allocation - Implementation
- Video: Timing the market with tactical asset allocation - Shiller's CAPE
- Video: Timing the market with tactical asset allocation - Macroeconomic tools
- Video: How tactical asset allocation depends on macroeconomic fundamentals - UBS guest speaker
- Video: How to combine strategic and tactical asset allocations - UBS guest speaker
- Video: Defining forwards and options - Forwards
- Video: Defining forwards and options - Options
- Video: Risk as volatility?
- Video: What about illiquidity? - UBS guest speaker
- Discussion Prompt: Would you pay for liquidity?
- Video: Currency risk - Return
- Video: Currency risk - Risk
- Video: Defining the Value-at-Risk
- Video: Computing the Value-at-Risk
- Video: Defining the Expected Shortfall
- Video: Computing the Expected Shortfall
- Video: Risk management applied to portfolio allocation
- Video: Banking regulation & Basel recommendations: How did we get there?
- Video: Hedging against market falls (using options)
- Video: Hedging against currency risk (using forwards)
Each course is like an interactive textbook, featuring pre-recorded videos, quizzes and projects.
Connect with thousands of other learners and debate ideas, discuss course material, and get help mastering concepts.
Earn official recognition for your work, and share your success with friends, colleagues, and employers.
| Audit | Purchase Course | |
|---|---|---|
| Access to course materials | Available | Available |
| Access to graded materials | Not available | Available |
| Receive a final grade | Not available | Available |
| Earn a shareable Course Certificate | Not available | Available |
Amazing course compilation with great course content.
Another 5* course from the University of Geneva team.. Great course to understand critical concepts on portfolio management and different ways to measure risk. It might do better with a few more practical examples (i.e. on how to effectively apply the theories with softwares like Excel or similar), but overall it gives all the basics upon which a student can build their own knowledge.
Excellent coverage of the topic. While a lot of materials can be covered more in-depth, this seems to be the right level for general masses/a course that is intended to be taught over the coursera platform.
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There was more complicate nevertheless more interesting