This course integrates all the learning from the first three courses and guides the learner about ways of building a portfolio of strategies and integrating the same into a hedge fund.
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課程信息
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學生職業成果
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通過此課程獲得實實在在的工作福利
學生職業成果
67%
通過此課程獲得實實在在的工作福利
100% 在線
立即開始，按照自己的計劃學習。
第 4 門課程（共 5 門）
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初級
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
英語（English）
字幕：英語（English）
教學大綱 - 您將從這門課程中學到什麼
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.
完成時間為 3 小時
7 個視頻 （總計 54 分鐘）, 3 個閱讀材料, 3 個測驗
7 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
3 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
3 個練習
Practice Quiz 121分鐘
Practice Quiz 212分鐘
Quiz 130分鐘
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.
完成時間為 2 小時
9 個視頻 （總計 64 分鐘）, 1 個閱讀材料, 3 個測驗
9 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
1 個閱讀材料
Utility theory and Attitude toward Risk20分鐘
3 個練習
Practice Quiz -15分鐘
Practice Quiz3分鐘
Quiz 230分鐘
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.
完成時間為 2 小時
7 個視頻 （總計 39 分鐘）, 4 個閱讀材料, 2 個測驗
7 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
4 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
2 個練習
Practice Quiz9分鐘
Weekly assessment 330分鐘
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.
完成時間為 2 小時
7 個視頻 （總計 62 分鐘）, 1 個閱讀材料, 2 個測驗
7 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
1 個閱讀材料
Successful Backtesting of Algorithmic Trading Strategies20分鐘
2 個練習
Practice Quiz27分鐘
Weekly assessment 430分鐘
審閱
4.5
來自CREATING A PORTFOLIO 的熱門評論
由 VK 提供Apr 5, 2019
It was indeed a nice course to go through. This course provides in-depth knowledge of creating portfolio, benchmarking and risk return profile of the investment world.
由 NM 提供May 22, 2019
I learned new concept by taking this course, however, I was this specialization were more rigorous than current beginner level.
由 JH 提供Jul 14, 2017
I liked the course, but I feel the more complex formulas presented in week 2 and week 3 could have had more practical examples.
由 NK 提供Mar 18, 2019
Very good course that gives realistic examples lets student test his/her knowledge in the topics recently covered.
由 AD 提供Feb 1, 2018
Transcript of the video - Mutual Fund Performance is incorrect.\n\nTicket Number raised is 1433666
由 AP 提供Aug 19, 2017
Superbly explained many concepts which was not taught in my B School. Thank u Sir!!
由 SB 提供Sep 29, 2017
Looking forward to see exciting course of Text mining.
關於 印度商学院
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.
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