In this course, you will learn about latest investment strategies and performance evaluation. You will start by learning portfolio performance measures and discuss best practices in portfolio performance evaluation. You will explore different evaluation techniques such as style analysis and attribution analysis and apply them to evaluate different investment strategies. Special emphasis will be given to recent financial market innovations and current investment trends.
提供方
課程信息
19,397 次近期查看
學生職業成果
50%
完成這些課程後已開始新的職業生涯
50%
通過此課程獲得實實在在的工作福利
可分享的證書
完成後獲得證書
100% 在線
立即開始，按照自己的計劃學習。
第 4 門課程（共 5 門）
可靈活調整截止日期
根據您的日程表重置截止日期。
完成時間大約為15 小時
英語（English）
字幕：阿拉伯語（Arabic）, 法語（French）, （歐洲人講的）葡萄牙語, 中文（簡體）, 意大利語, 越南語, 韓語, 德語（German）, 俄語（Russian）, 土耳其語（Turkish）, 英語（English）, 西班牙語（Spanish）
學生職業成果
50%
完成這些課程後已開始新的職業生涯
50%
通過此課程獲得實實在在的工作福利
可分享的證書
完成後獲得證書
100% 在線
立即開始，按照自己的計劃學習。
第 4 門課程（共 5 門）
可靈活調整截止日期
根據您的日程表重置截止日期。
完成時間大約為15 小時
英語（English）
字幕：阿拉伯語（Arabic）, 法語（French）, （歐洲人講的）葡萄牙語, 中文（簡體）, 意大利語, 越南語, 韓語, 德語（German）, 俄語（Russian）, 土耳其語（Turkish）, 英語（English）, 西班牙語（Spanish）
提供方
莱斯大学
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.
教學大綱 - 您將從這門課程中學到什麼
完成時間為 4 小時
Performance measurement and benchmarking
In this module, we focus on the central problem of performance measurement: how do you assess the increase in your wealth over a given period and evaluate the risk that was involved? In this module, you will learn how to calculate different return and risk measures and how you use these measures to evaluate a portfolio’s performance relative to a benchmark.
完成時間為 4 小時
9 個視頻 （總計 66 分鐘）, 7 個閱讀材料, 3 個測驗
9 個視頻
Brief review of measuring returns12分鐘
Measuring dollar-weighted vs. time-weighted returns5分鐘
Computing excess returns over a benchmark11分鐘
Compounding excess returns: Geometric mean excess return8分鐘
Basic measures of risk8分鐘
Measuring bad variation7分鐘
Tracking error and residual risk6分鐘
Summary1分鐘
7 個閱讀材料
Grading Policy10分鐘
How to use discussion forums10分鐘
Pre-Course Survey10分鐘
Lecture handouts: Comparing two portfolio returns10分鐘
Comparing two portfolio returns- Quiz Solutions10分鐘
Lecture handouts: Revisiting measures of risk10分鐘
Revisiting measures of risk- Quiz Solutions10分鐘
2 個練習
Comparing two portfolio returns30分鐘
Revisiting measures of risk30分鐘
完成時間為 5 小時
Active vs. passive investing: Risk-adjusted return measures
In this module, we focus on constructing return-to-risk measures in order to compare investments in terms of their desirability. You are going to learn several different ways to calculate risk-adjusted return measures for an actively managed fund and understand how these measures differ from each other.
完成時間為 5 小時
9 個視頻 （總計 47 分鐘）, 8 個閱讀材料, 2 個測驗
9 個視頻
Introduction2分鐘
Sharpe ratio - Introduction to general notion4分鐘
Constructing the Sharpe ratio6分鐘
Sortino ratio3分鐘
Treynor’s measure2分鐘
Jensen’s alpha13分鐘
Appraisal ratio and information ratio5分鐘
Comparing the risk-adjusted measures6分鐘
Summary1分鐘
8 個閱讀材料
Accompanying spreadsheet for "Jensen's alpha"10分鐘
Accompanying spreadsheet for "Appraisal ratio and information ratio"10分鐘
“The Sharpe ratio”, by William F. Sharpe10分鐘
The Sharpe ratio and the information ratio10分鐘
Lecture handouts: Risk-adjusted return measures10分鐘
Instructions for practice quiz10分鐘
Solutions10分鐘
Active vs. passive investing: Risk-adjusted return measures - Quiz Solutions10分鐘
2 個練習
Risk-adjusted return measures1小時
Active vs. passive investing: Risk-adjusted return measures1 小時 30 分
完成時間為 6 小時
Performance evaluation: Style analysis and performance attribution
In this module, you are going to learn to use two analytical tools that are widely used in practice to evaluate what the portfolio performance can be attributed to.
完成時間為 6 小時
7 個視頻 （總計 40 分鐘）, 9 個閱讀材料, 3 個測驗
7 個視頻
Introduction2分鐘
Style analysis7分鐘
Style Analysis - Part II4分鐘
Style analysis: How does it work?7分鐘
Performance attribution7分鐘
Performance attribution: Numerical illustration7分鐘
Summary2分鐘
9 個閱讀材料
Lecture handouts: Style Analysis10分鐘
Style Analysis: Accompanying Excel spreadsheet10分鐘
Asset allocation: Management style and performance measurement10分鐘
Style Analysis - Quiz solutions10分鐘
Lecture handouts: Performance attribution10分鐘
Total Portfolio Performance Attribution Methodology10分鐘
Performance attribution - Quiz Solutions10分鐘
Performance evaluation: Style analysis and performance attribution- Quiz Solutions10分鐘
End-Of-Course Survey10分鐘
3 個練習
Style Analysis1小時
Performance attribution1小時
Performance evaluation: Style analysis and performance attribution1 小時 30 分
審閱
來自INVESTMENT STRATEGIES AND PORTFOLIO ANALYSIS的熱門評論
由 BC 提供2017年7月30日
A really good course that I would certainly recommend. The only thing that let it down was that some of the solutions to the final quiz were incorrect and led to some frustration on the forum!
由 ME 提供2018年2月14日
Excellent course, unfortunately ruined by the lack of support from mentoring or teaching staff. Also getting a peer review assigned is very difficult, probably due to shortage of students.
由 VF 提供2017年12月16日
I think that this particular course could have a bit deeper dive into the topic, felt more like a general overview compared to previous courses in the specialization.
由 FR 提供2020年8月24日
The techniques learned i this course can be applied in various investment settings. The excel workings really make things easy and applicable
關於 Investment and Portfolio Management 專項課程
In this four-course Specialization, you’ll learn the essential skills of portfolio management and personal investing.
常見問題
我什么时候能够访问课程视频和作业？
我订阅此专项课程后会得到什么？
Is financial aid available?
完成课程后，我会获得大学学分吗？
還有其他問題嗎？請訪問 學生幫助中心。
