Informações sobre o curso
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100% on-line

Comece imediatamente e aprenda em seu próprio cronograma.

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.

Aprox. 31 horas para completar

Sugerido: 5 weeks...

Inglês

Legendas: Inglês
User
Os alunos que estão fazendo este Course são
  • Risk Managers
  • Financial Analysts
  • Traders
  • Financial Advisors
  • Data Scientists

Habilidades que você terá

Risk ManagementPortfolio ConstructionRisk AnalysisPortfolio Optimization
User
Os alunos que estão fazendo este Course são
  • Risk Managers
  • Financial Analysts
  • Traders
  • Financial Advisors
  • Data Scientists

100% on-line

Comece imediatamente e aprenda em seu próprio cronograma.

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.

Aprox. 31 horas para completar

Sugerido: 5 weeks...

Inglês

Legendas: Inglês

Programa - O que você aprenderá com este curso

Semana
1
5 horas para concluir

Module 1- Introduction & Risk and Return

10 vídeos (Total 64 mín.), 11 leituras, 4 testes
10 videos
Overview – No free lunches! Risk and return trade-off4min
Measuring returns: Geometric average returns6min
Measuring returns: Arithmetic average returns4min
Measuring risk: Volatility of returns8min
Alternative measures of risk7min
More on measuring risk and risk measures4min
Measuring risk and return: Illustration with four stocks8min
Historical record on risk-return patterns8min
Summary1min
11 leituras
Grading Policy10min
How to use discussion forums10min
Meet & Greet: Get to know your classmates10min
Pre-Course Survey10min
Lecture handouts: Risk and return: Measuring returns10min
Risk and return: Measuring returns Quiz Solutions10min
Lecture handouts: Risk and return: Measuring risk10min
Risk & Return: Measuring risk Quiz solutions10min
Lecture handouts: Risk and return: Historical record10min
Investing: Stocks for the long run (optional)10min
Module 1: Risk & Return Solutions10min
3 exercícios práticos
Risk and return: Measuring returns10min
Risk & Return: Measuring risk10min
Module 1: Risk & Return20min
Semana
2
6 horas para concluir

Module 2: Portfolio construction and diversification

16 vídeos (Total 83 mín.), 12 leituras, 6 testes
16 videos
Measuring the expected return of a portfolio8min
Let’s review how we measure risk for a single asset4min
Finding the volatility of a portfolio return3min
Portfolio volatility: Another example2min
Measuring the co-movement between securities9min
Putting it all together… portfolio risk and diversification7min
Diversification and portfolio risk3min
Diversification: A graphical illustration with two assets4min
Diversification: A graphical illustration with three assets3min
Diversification: Systematic risk and idiosyncratic risk7min
Diversification: An illustration from international equity markets (US and Japan only)11min
Mean-variance frontier and efficient portfolios: International equity investment example (G5 countries)5min
Are you diversified adequately?4min
Mean-variance portfolio analysis5min
Summary1min
12 leituras
Lecture handouts: Measuring portfolio expected return
Measuring expected portfolio return Quiz solutions10min
Lecture handouts: Measuring portfolio volatility
Measuring portfolio volatility Quiz solutions10min
Accompanying spreadsheets for "Diversification: An illustration from international equity markets (US and Japan only)"10min
A Note on using EXCEL Solver10min
Lecture handouts: Diversification and portfolio risk
Lecture handouts: Mean-variance frontier and efficient portfolios: International equity investment example
Diversification and portfolio risk Quiz solutions10min
Equity investing: Globalization and diversification (optional)10min
Lecture handouts: Are you adequately diversified?
Module 2: Portfolio construction and diversification- Solutions10min
4 exercícios práticos
Measuring expected portfolio return16min
Measuring portfolio volatility20min
Diversification and portfolio risk30min
Module 2: Portfolio construction and diversification20min
Semana
3
2 horas para concluir

Module 3: Mean-variance preferences

7 vídeos (Total 47 mín.), 7 leituras, 3 testes
7 videos
Preferences: Utility functions8min
Risk aversion9min
Expected utility6min
Mean-variance preferences8min
Portfolio choice problem with mean-variance preferences: A graphical illustration with equity and bond data10min
Summary1min
7 leituras
Lecture handouts: Utility and risk aversion
A note on measuring risk aversion and certainty equivalent10min
Utility and Risk aversion Quiz solutions10min
Lecture handouts: Mean-variance preferences
Portfolio choice with mean-variance preferences quiz solutions10min
Measure your own risk tolerance10min
Module 3: Mean-variance preferences- Solutions10min
3 exercícios práticos
Utility and risk aversion10min
Portfolio choice with mean-variance preferences16min
Module 3: Mean-variance preferences12min
Semana
4
5 horas para concluir

Module 4: Optimal capital allocation and portfolio choice

10 vídeos (Total 63 mín.), 12 leituras, 3 testes
10 videos
Capital allocation line11min
Solving for the optimal capital allocation7min
Optimal capital allocation example: U.S. equities and Treasuries10min
Finding the optimal risky portfolio: Maximizing the Sharpe ratio6min
Main insight: The optimal risky portfolio is independent of preferences2min
Finding the optimal risk portfolio when you have multiple risky securities10min
Investment decision process5min
What’s wrong with mean-variance portfolio analysis?4min
Summary2min
12 leituras
A note on optimal capital allocation10min
Accompanying spreadsheets for "Optimal Capital Allocation Example: US Equities and Treasuries"10min
Lecture handouts: Mean-variance optimization
Mean-variance optimization Quiz solutions10min
Analytical solution to MVE portfolio (two risky assets)10min
A note on finding the mean variance efficient portfolio (Two risky assets)10min
Accompanying spreadsheets for "Finding the optimal risky portfolio: Maximizing the Sharpe ratio"10min
A note on finding the minimum variance frontier with multiple risky assets10min
Accompanying spreadsheet for finding minimum variance frontier with multiple risky assets10min
Lecture handouts: Optimal risky portfolio choice
Lecture handouts
Optimal capital allocation and portfolio choice- Solutions10min
2 exercícios práticos
Mean-variance optimization10min
Optimal capital allocation and portfolio choice18min
4.6
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Principais avaliações do Portfolio Selection and Risk Management

por ASAug 18th 2019

One of the finest courses on Coursera. Gives a deep and invaluable insight into Investment and Portfolio Management theories and practices. A must do!

por AHDec 17th 2016

I really enjoyed this course. Sometimes it required a lot of discipline to analyse investigate, but at the end I've learn a lot.

Instrutores

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Arzu Ozoguz

Finance Faculty
Jones Graduate School of Business

Sobre Universidade Rice

Rice University is consistently ranked among the top 20 universities in the U.S. and the top 100 in the world. Rice has highly respected schools of Architecture, Business, Continuing Studies, Engineering, Humanities, Music, Natural Sciences and Social Sciences and is home to the Baker Institute for Public Policy....

Sobre Programa de cursos integrados Investment and Portfolio Management

In this four-course Specialization, you’ll learn the essential skills of portfolio management and personal investing. All investors – from the largest wealth funds to the smallest individual investors – share common issues in investing: how to meet their liabilities, how to decide where to invest, and how much risk to take on. In this Specialization, you will learn how to think about, discuss, and formulate solutions to these investment questions. You will learn the theory and the real-world skills necessary to design, execute, and evaluate investment proposals that meet financial objectives. You will begin with an overview of global financial markets and instruments that characterize the investment opportunities available to today’s investor. You will then learn how to construct optimal portfolios that manage risk effectively, and how to capitalize on understanding behavioral biases and irrational behavior in financial markets. You will learn the best practices in portfolio management and performance evaluation as well as current investment strategies. By the end of your Capstone Project, you will have mastered the analytical tools, quantitative skills, and practical knowledge necessary for long-term investment management success. To see an overview video for this Specialization, click here!...
Investment and Portfolio 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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