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Aprox. 22 horas para completar
Inglês

Habilidades que você terá

Risk ManagementPortfolio ConstructionRisk AnalysisPortfolio Optimization

Resultados de carreira do aprendiz

50%

comecei uma nova carreira após concluir estes cursos

50%

consegui um benefício significativo de carreira com este curso
Certificados compartilháveis
Tenha o certificado após a conclusão
100% on-line
Comece imediatamente e aprenda em seu próprio cronograma.
Prazos flexíveis
Redefinir os prazos de acordo com sua programação.
Aprox. 22 horas para completar
Inglês

Instrutores

oferecido por

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Universidade Rice

Programa - O que você aprenderá com este curso

Classificação do conteúdoThumbs Up93%(1,943 classificações)Info
Semana
1

Semana 1

5 horas para concluir

Module 1- Introduction & Risk and Return

5 horas para concluir
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 returns30min
Risk & Return: Measuring risk30min
Module 1: Risk & Return30min
Semana
2

Semana 2

7 horas para concluir

Module 2: Portfolio construction and diversification

7 horas para concluir
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 return30min
Measuring portfolio volatility30min
Diversification and portfolio risk30min
Module 2: Portfolio construction and diversification30min
Semana
3

Semana 3

3 horas para concluir

Module 3: Mean-variance preferences

3 horas para concluir
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 aversion30min
Portfolio choice with mean-variance preferences30min
Module 3: Mean-variance preferences30min
Semana
4

Semana 4

5 horas para concluir

Module 4: Optimal capital allocation and portfolio choice

5 horas para concluir
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 optimization30min
Optimal capital allocation and portfolio choice30min

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