Acerca de este Curso
8,402 vistas recientes

100 % en línea

Comienza de inmediato y aprende a tu propio ritmo.

Fechas límite flexibles

Restablece las fechas límite en función de tus horarios.

Aprox. 17 horas para completar

Sugerido: 4 weeks of study...

Inglés (English)

Subtítulos: Inglés (English)

100 % en línea

Comienza de inmediato y aprende a tu propio ritmo.

Fechas límite flexibles

Restablece las fechas límite en función de tus horarios.

Aprox. 17 horas para completar

Sugerido: 4 weeks of study...

Inglés (English)

Subtítulos: Inglés (English)

Programa - Qué aprenderás en este curso

Semana
1
4 horas para completar

Performance measurement and benchmarking

9 videos (Total 66 minutos), 7 readings, 3 quizzes
9 videos
Computing excess returns over a benchmark11m
Compounding excess returns: Geometric mean excess return8m
Basic measures of risk8m
Measuring bad variation7m
Tracking error and residual risk6m
Summary1m
7 lecturas
Grading Policy10m
How to use discussion forums10m
Pre-Course Survey10m
Lecture handouts: Comparing two portfolio returns10m
Comparing two portfolio returns- Quiz Solutions10m
Lecture handouts: Revisiting measures of risk10m
Revisiting measures of risk- Quiz Solutions10m
2 ejercicios de práctica
Comparing two portfolio returns26m
Revisiting measures of risk6m
Semana
2
5 horas para completar

Active vs. passive investing: Risk-adjusted return measures

9 videos (Total 47 minutos), 8 readings, 2 quizzes
9 videos
Sortino ratio3m
Treynor’s measure2m
Jensen’s alpha13m
Appraisal ratio and information ratio5m
Comparing the risk-adjusted measures6m
Summary1m
8 lecturas
Accompanying spreadsheet for "Jensen's alpha"10m
Accompanying spreadsheet for "Appraisal ratio and information ratio"10m
“The Sharpe ratio”, by William F. Sharpe10m
The Sharpe ratio and the information ratio10m
Lecture handouts: Risk-adjusted return measures10m
Instructions for practice quiz10m
Solutions10m
Active vs. passive investing: Risk-adjusted return measures - Quiz Solutions10m
2 ejercicios de práctica
Risk-adjusted return measures1h
Active vs. passive investing: Risk-adjusted return measures1h 30m
Semana
3
6 horas para completar

Performance evaluation: Style analysis and performance attribution

7 videos (Total 40 minutos), 9 readings, 3 quizzes
7 videos
Style analysis: How does it work?7m
Performance attribution7m
Performance attribution: Numerical illustration7m
Summary2m
9 lecturas
Lecture handouts: Style Analysis10m
Style Analysis: Accompanying Excel spreadsheet10m
Asset allocation: Management style and performance measurement10m
Style Analysis - Quiz solutions10m
Lecture handouts: Performance attribution10m
Total Portfolio Performance Attribution Methodology10m
Performance attribution - Quiz Solutions10m
Performance evaluation: Style analysis and performance attribution- Quiz Solutions10m
End-Of-Course Survey10m
3 ejercicios de práctica
Style Analysis1h
Performance attribution1h
Performance evaluation: Style analysis and performance attribution1h 30m
4.0
33 revisionesChevron Right

50%

comenzó una nueva carrera después de completar estos cursos

50%

consiguió un beneficio tangible en su carrera profesional gracias a este curso

Principales revisiones sobre Investment Strategies and Portfolio Analysis

por MMAug 13th 2017

Very practical course. Highly recommended for someone pursuing a asset management role.

Instructor

Avatar

Arzu Ozoguz

Finance Faculty
Jones Graduate School of Business

Acerca de Universidad 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....

Acerca de Programa especializado 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

Preguntas Frecuentes

  • Una vez que te inscribes para obtener un Certificado, tendrás acceso a todos los videos, cuestionarios y tareas de programación (si corresponde). Las tareas calificadas por compañeros solo pueden enviarse y revisarse una vez que haya comenzado tu sesión. Si eliges explorar el curso sin comprarlo, es posible que no puedas acceder a determinadas tareas.

  • Cuando te inscribes en un curso, obtienes acceso a todos los cursos que forman parte del Programa especializado y te darán un Certificado cuando completes el trabajo. Se añadirá tu Certificado electrónico a la página Logros. Desde allí, puedes imprimir tu Certificado o añadirlo a tu perfil de LinkedIn. Si solo quieres leer y visualizar el contenido del curso, puedes auditar el curso sin costo.

¿Tienes más preguntas? Visita el Centro de Ayuda al Alumno.