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.
Este curso forma parte de Programa especializado: Gestión de inversiones
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Programa especializado: Gestión de inversionesUniversidad de GinebraAcerca de este Curso
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Curso 3 de 5 en
Aprox. 8 horas para completar
Inglés (English)
Subtítulos: Árabe (Arabic), Francés (French), Portugués (europeo), Italiano, Vietnamita, Alemán (German), Ruso (Russian), Inglés (English), Español (Spanish)
Habilidades que obtendrás
- Portfolio Theories
- Risk Management
- Value At Risk (VAR)
- Portfolio Optimization
Fechas límite flexibles
Restablece las fechas límite en función de tus horarios.
Certificado para compartir
Obtén un certificado al finalizar
100 % en línea
Comienza de inmediato y aprende a tu propio ritmo.
Curso 3 de 5 en
Aprox. 8 horas para completar
Inglés (English)
Subtítulos: Árabe (Arabic), Francés (French), Portugués (europeo), Italiano, Vietnamita, Alemán (German), Ruso (Russian), Inglés (English), Español (Spanish)
ofrecido por
Universidad de Ginebra
Founded in 1559, the University of Geneva (UNIGE) is one of Europe's leading universities. Devoted to research, education and dialogue, the UNIGE shares the international calling of its host city, Geneva, a centre of international and multicultural activities with a venerable cosmopolitan tradition.
Programa - Qué aprenderás en este curso
1 hora para completar
General Introduction and Key Concepts
In this introductory week, you will first be presented with a few mistakes you will no longer make after following this course. In order to avoid making these mistakes, you will start by gaining a foundation and understanding of the three main types of information we need in order to build optimal portfolios: expected returns, risk and dependence.
1 hora para completar
6 videos (Total 39 minutos), 2 lecturas, 1 cuestionario
2 horas para completar
Modern Portfolio Theory and Beyond
The focus of this second week is on Modern Portfolio Theory. By understanding how imperfect correlations between asset returns can lead to superior risk-adjusted portfolio returns, we will soon be looking for ways to maximize the effect of diversification, which is at the heart of Modern Portfolio Theory. But we won’t stop there: we will also explore the implications of Modern Portfolio Theory on real-world investment decisions and whether or not these implications are followed by investors. Finally, we will see how Modern Portfolio Theory can be built upon to derive the most popular asset pricing model: the Capital Asset Pricing Model.
2 horas para completar
14 videos (Total 89 minutos)
2 horas para completar
Asset Allocation
This third week is dedicated to asset allocation. After a short introduction to investor profiling, we will delve into Strategic Asset Allocation (SAA). You will see how it relates to Modern Portfolio Theory and how it differs from Tactical Asset Allocation (TAA). We will look at how both asset allocations can be implemented separately but also in conjunction in order to build portfolios that fulfill investors’ needs and constraints while taking advantage of market opportunities.
2 horas para completar
14 videos (Total 96 minutos), 1 lectura, 1 cuestionario
2 horas para completar
Risk Management
This fourth and final week is dedicated to risk. We will start by looking in more depth at different sources of risk such as illiquidity and currency risk but also at the different tools available to investors to perform risk management. But how should we measure risk? We will see that it may be valuable to go a step beyond standard deviation, the risk measure we used so far, and look at the Value-at-Risk and Expected Shortfall which focus on potential large losses. Finally, we will use the financial instruments at our disposal to hedge market and currency risk.
2 horas para completar
14 videos (Total 95 minutos)
Reseñas
- 5 stars75,22 %
- 4 stars20,18 %
- 3 stars3,78 %
- 2 stars0,66 %
- 1 star0,13 %
Principales reseñas sobre GESTIÓN DE CARTERAS Y RIESGOS
por MA8 de sep. de 2016
Great course - like the rest of the specialization it had a great mix of video (primarily) and questions, practical advice, timely data and quizzes. Learned a ton!
por SI13 de mar. de 2018
The great Modern Portfolio Theory! If you are into portfolio investment, this course is a must for you. You can learn how to get a lunch almost free...
por SX9 de mar. de 2019
Great learning in this course, however the currency risk portion could have been explained in more detail and with more patience. It was a hard topic to grasp. But, overall a very good course.
por RN6 de jul. de 2022
The way prof. of Universty of genava teaches is reallly a topp and UBS guest lectures .. Thank you all for this valuable knowledge and experience both ..
Acerca de Programa especializado: Gestión de inversiones
In this Specialization, you will understand how investment strategies are designed to reach financial goals in a global context. You will learn the theory that underlies strong investment decisions, as well as practical, real-world skills that you can apply when discussing investment proposals with your advisor, managing your personal assets or your client’s investment portfolio. You will start by developing a global understanding of financial markets and what impacts rational and irrational behaviors have in finance at the micro and macro levels. You will then learn how to adequately build and manage a portfolio with a long-term view while gaining an appreciation for novel research advances in finance and related areas as well as future trends that are shaping the investment management industry. In the final Capstone Project, you will create a sensible 5-year investment plan that accounts for an investor's goals and constraints in a dynamic economic landscape. Key speakers from UBS, our corporate partner, will contribute to this specialization by providing you with practical insights they have gathered through years of experience working for the world’s largest wealth manager.
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