課程信息
4.6
80 個評分
10 個審閱
專項課程

第 4 門課程(共 5 門),位於

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100% online

立即開始,按照自己的計劃學習。
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可靈活調整截止日期

根據您的日程表重置截止日期。
初級

初級

完成時間(小時)

完成時間大約為8 小時

建議:The estimated workload for this course is 4 to 5 hours per week...
可選語言

英語(English)

字幕:英語(English)...
專項課程

第 4 門課程(共 5 門),位於

100% online

100% online

立即開始,按照自己的計劃學習。
可靈活調整截止日期

可靈活調整截止日期

根據您的日程表重置截止日期。
初級

初級

完成時間(小時)

完成時間大約為8 小時

建議:The estimated workload for this course is 4 to 5 hours per week...
可選語言

英語(English)

字幕:英語(English)...

教學大綱 - 您將從這門課程中學到什麼

1
完成時間(小時)
完成時間為 3 小時

Module 1

In this module you will learn about the efficient market hypothesis and various market anomalies. In the second half, you will learn how to evaluate the performance of investments....
Reading
7 個視頻(共 54 分鐘), 3 個閱讀材料, 3 個測驗
Video7 個視頻
Types of Market Efficiency10分鐘
Anomalies7分鐘
Performance measurement 19分鐘
Performance measurement 28分鐘
Market timing3分鐘
Performance measurement 36分鐘
Reading3 個閱讀材料
The Challenge: How To Benchmark Your Investment Portfolio15分鐘
Performance Measurement: The What, Why, and How of the Investment Management Process15分鐘
The 101 ways to measure portfolio performance15分鐘
Quiz3 個練習
Practice Quiz 121分鐘
Practice Quiz 212分鐘
Quiz 130分鐘
2
完成時間(小時)
完成時間為 2 小時

Module 2

In this module you will lean how to perform style analysis and performance attribution. You will also learn some facts about the mutual fund performance and timing measurement. In the second half of the module you will learn how to calculate the expected returns and risk. The module ends with an understanding of the utility theory....
Reading
9 個視頻(共 64 分鐘), 1 個閱讀材料, 3 個測驗
Video9 個視頻
Style Analysis11分鐘
Performance attribution6分鐘
Mutual fund performance9分鐘
Expected returns and risk6分鐘
Utility theory5分鐘
Investment Choices and Portfolios5分鐘
Capital Allocation6分鐘
Risky portfolios6分鐘
Reading1 個閱讀材料
Utility theory and Attitude toward Risk20分鐘
Quiz3 個練習
Practice Quiz -15分鐘
Practice Quiz3分鐘
Quiz 230分鐘
3
完成時間(小時)
完成時間為 2 小時

Module 3

In this module you will learn the importance of diversification in your portfolio. You will learn about the efficient frontier and how to draw it. Also, you will study the investment opportunity set with more than one risky asset and a risk free asset. Finally, you will see how to optimally allocate between a risky and a risk free asset. You will also get a brief idea about the market portfolio and capital market line....
Reading
7 個視頻(共 39 分鐘), 4 個閱讀材料, 2 個測驗
Video7 個視頻
Two fund separation6分鐘
Diversification revisited4分鐘
Investment opportunity set with two risky assets and a risk-free asset6分鐘
Investment opportunity set with three risky assets and a risk-free asset6分鐘
The optimal allocation between risky and risk-free assets3分鐘
The market portfolio and the capital market line5分鐘
Reading4 個閱讀材料
The pros' guide to diversification15分鐘
Diversification: How much is too much?15分鐘
The 15-Stock Diversification Myth15分鐘
Does the composition of the market portfolio really matter?15分鐘
Quiz2 個練習
Practice Quiz9分鐘
Weekly assessment 330分鐘
4
完成時間(小時)
完成時間為 2 小時

Module 4

In this module you will learn the basics of trading strategies based on text mining and the importance of a benchmark to evaluate the performance of your portfolio. You will also see how to backtest your trading strategy. Finally, you will learn the importance of reporting and compliance in trading....
Reading
7 個視頻(共 62 分鐘), 1 個閱讀材料, 2 個測驗
Video7 個視頻
Benchmarking12分鐘
Reporting3分鐘
Financial Instruments10分鐘
Backtesting5分鐘
How to backtest?13分鐘
Conclusion7分鐘
Reading1 個閱讀材料
Successful Backtesting of Algorithmic Trading Strategies20分鐘
Quiz2 個練習
Practice Quiz27分鐘
Weekly assessment 430分鐘
4.6
工作福利

83%

通過此課程獲得實實在在的工作福利

熱門審閱

創建者 ADFeb 2nd 2018

Transcript of the video - Mutual Fund Performance is incorrect.\n\nTicket Number raised is 1433666

創建者 APAug 20th 2017

Superbly explained many concepts which was not taught in my B School. Thank u Sir!!

講師

Avatar

Ramabhadran Thirumalai

Assistant Professor
Indian School of Business
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Prasanna Tantri

Senior Associate Director
Center for Analytical Finance

關於 Indian School of Business

The Indian School of Business has successfully put India on the global map of management education by nurturing young leaders with an understanding of developing economies and the society at large. Through innovations in curricula and pedagogy to reflect the shifting business landscape, the ISB is committed to providing the best venue for management education to meet the growing need to develop young leaders who can manage global challenges....

關於 Trading Strategies in Emerging Markets 專項課程

This Specialization equips individual investors and money managers with the skills required to develop their own trading strategies and test them. When you complete the Specialization, you’ll be ready to apply eight ready-made trading strategies, based on rigorous academic research, that have been shown to be. You’ll also be able to design your own trading strategy, back test it, and measure its performance....
Trading Strategies in Emerging Markets

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