Informações sobre o curso
4.6
217 classificações
34 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. 31 horas para completar

Sugerido: 5 weeks...
Idiomas disponíveis

Inglês

Legendas: Inglês

Habilidades que você terá

Risk ManagementPortfolio ConstructionRisk AnalysisPortfolio 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. 31 horas para completar

Sugerido: 5 weeks...
Idiomas disponíveis

Inglês

Legendas: Inglês

Programa - O que você aprenderá com este curso

Semana
1
Horas para completar
5 horas para concluir

Module 1- Introduction & Risk and Return

This module introduces the second course in the Investment and Portfolio Management Specialization. In this module, we discuss one of the main principles of investing: the risk-return trade-off, the idea that in competitive security markets, higher expected returns come only at a price – the need to bear greater risk. We develop statistical measures of risk and expected return and review the historical record on risk-return patterns across various asset classes. ...
Reading
10 vídeos (total de (Total 64 mín.) min), 11 leituras, 4 testes
Video10 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
Reading11 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
Quiz3 exercícios práticos
Risk and return: Measuring returns10min
Risk & Return: Measuring risk10min
Module 1: Risk & Return20min
Semana
2
Horas para completar
6 horas para concluir

Module 2: Portfolio construction and diversification

In this module, we build on the tools from the previous module to develop measure of portfolio risk and return. We define and distinguish between the different sources of risk and discuss the concept of diversification: how and why putting risky assets together in a portfolio eliminates risk that yields a portfolio with less risk than its components. Finally, we review the quantitative tools that help us identify the ‘best’ portfolios with the least risk for a given level of expected return by considering a numerical example using international equity data....
Reading
16 vídeos (total de (Total 83 mín.) min), 12 leituras, 6 testes
Video16 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
Reading12 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
Quiz4 exercícios práticos
Measuring expected portfolio return16min
Measuring portfolio volatility20min
Diversification and portfolio risk30min
Module 2: Portfolio construction and diversification20min
Semana
3
Horas para completar
2 horas para concluir

Module 3: Mean-variance preferences

In this module, we describe how investors make choices. Specifically, we look at how utility functions are used to express preferences. We review measures to describe investors’ attitude towards risk. Finally, we discuss how we can summarize investors’ preferences using a specific utility function: mean-variance preferences. ...
Reading
7 vídeos (total de (Total 47 mín.) min), 7 leituras, 3 testes
Video7 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
Reading7 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
Quiz3 exercícios práticos
Utility and risk aversion10min
Portfolio choice with mean-variance preferences16min
Module 3: Mean-variance preferences12min
Semana
4
Horas para completar
5 horas para concluir

Module 4: Optimal capital allocation and portfolio choice

In this module, you will learn about mean-variance optimization: how to make optimal capital allocation and portfolio choice decisions when investors have mean-variance preferences. This was one of the ground-breaking ideas in finance. We will formally set up the investor’s portfolio choice problem and learn step-by-step how to solve for the optimal allocation and risky portfolio choice given a set of risky securities. You will also have an opportunity to apply these techniques to a numerical example. This module is slightly more technical than the others. Stick with it… you will not regret it!...
Reading
10 vídeos (total de (Total 63 mín.) min), 12 leituras, 3 testes
Video10 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
Reading12 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
Quiz2 exercícios práticos
Mean-variance optimization10min
Optimal capital allocation and portfolio choice18min
4.6
34 avaliaçõesChevron Right

Melhores avaliações

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.

por AANov 11th 2018

This is the most informative in depth short course i ever across. Learned a lot!

Instrutores

Avatar

Arzu Ozoguz

Finance Faculty
Jones Graduate School of Business

Sobre Rice University

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 o 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.

Mais dúvidas? Visite o Central de Ajuda ao Aprendiz.