Voltar para Portfolio and Risk Management

4.7

1,076 classificações

•

169 avaliações

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....

Sep 10, 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.

Sep 11, 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.

Filtrar por:

por ARVIND K S

•Mar 21, 2019

An excellent course in terms of learning a number of new concepts like the Modern Portfolio Theory, and its limitations. Profiling customers, constructing strategic and tactical portfolios, the pros and cons of investing across geographies and currencies, hedging risks and concepts like VaR and Expected Shortfall-these concepts were taught with great empathy and passion. Macroeconomic variables to help in market timings were also a revelation. The only suggestion I have is for a more balanced quanti-quali mix.

por Alex D

•Jan 27, 2018

Good course. Highly recommended for Risk Managers who are looking for digging more into Efficient frontier, Value-at-Risk, Expected Shortfall, Variance-Covariance approach, etc.

por Stephen S

•Oct 01, 2016

This is very good. I am grateful for the mathematics at the base of the theoretical structure, but I for one need more drilling. I am looking forward to the rest of the courses.

por Gabriel

•Apr 27, 2017

This is a good introductory course to whom has never worked with or studied investing. Instructors are clear and didactical. In this review I will focus on three main points of improvement:

1) Not deepening in Portfolio’s Risk formulas/calculations: lots were said about how correlation and (co)variance of individual assets can influence the whole portfolio’s risk. Though, It was not taught how to calculate the whole portfolio’s risk (ex.: how to do a variance-covariance matrix).

2) Not applying what was taught in practical and holistic cases (considering multiple classes of assets and risk profile): I believe many of those who attended to this course want as output to conduct a Portfolio Optimization. Although we know all the concepts behind Modern Portfolio Theory’s and Diversification, none can apply it in an excel or to a given case. For that, I found a really interesting tutorial video from Dr. Colby Wright in YouTube that helped me on that. It was simple and would be a great conclusion if added to this course.

3) Debating Modern Portfolio Theory’s theoretical limitations, but not leading to new theories or more applicable one’s to surpass its limitations.

I do know this course is one of a series of other courses in a Specialization. Maybe some of those points of improvement is answered in another course. I hope instructors might consider the course design and review the points in order to improve attendant’s learning, event if we do not attend the whole specialization.

por Samer

•Apr 15, 2018

A Great Shame

It's rather deplorable that at this stage of the Investment Specialisation, this course falls short of meeting the minimum requirements to be an academic, or academic-related course provided by the University of Geneva. As a matter of fact, Week 4 in its entirety was a sham and a disgrace. I plead with the course creators and academics to respect their titles and immediately intervene to do the following:

1- Completely overhaul Week 4 by improving the lectures, enrich with examples and give more elaborate explanations

2- Re-write the entire subtitles for this course

3- Incorporate parts of Week 4 with Week 1 to make the course more symmetrical

4- Pay special attention to providing new lectures on VaR, Expected Shortfall, and currency Hedging

por Paolo N

•Jan 28, 2019

Excellent like all this set of courses by University of Geneva, very well prepared

por EYRAM A K

•Jan 14, 2019

THE COURSE GAVE ME DEEP UNDERSTANDING INTO PORTFOLIO MANAGEMENT BY ASSET MANAGEMENT FIRMS

por LAKSHMI k S

•Jan 18, 2019

Was very interesting and was presented very well! Thank you!

por BogdanC

•Dec 14, 2018

great

por Isaac H

•Dec 15, 2018

Excellent course!

por Hoang A N

•Jan 06, 2019

amazing

por Leonardo V

•Jan 08, 2019

Outstanding course!

por Gardella

•Feb 20, 2019

Excellent course and professors

por Mohamad K A

•Feb 11, 2019

..

por Kolorizos C

•Mar 16, 2019

Fantastic course

por Wongsakorn S

•Mar 20, 2019

thanks

por Josh

•Dec 23, 2018

awesome teaching!

por Париков И

•Mar 29, 2019

Very cool! Thank You for such informative course

por Dang D T

•Mar 29, 2019

Its really helpful for me to extend and update my knowledge

por Ahmed A R A

•Apr 06, 2019

Very well structured, great lecturers with a good pace and way of explaining. Amazing guest speakers for a balance between practice and theory

por Saleh A K A A B

•Oct 29, 2016

very good

por charalampos k

•Oct 29, 2016

Very good course

por Philipp T K

•Sep 30, 2016

Great course with an introduction to Modern Portfolio Theory and the Capital Asset Pricing Model. These are used to device strategic and tactical asset allocations and to manage risk. The quality of the videos is fantastic. The quizzes could be a bit more challenging.

por Marcos B T

•Aug 04, 2017

best course so far in specialization.

por Dania L g

•Jun 20, 2016

Very interesting and the professors are very clear and professionals