This course teaches you the concepts of risk and expected return. This course presents an overview of the basic concepts and techniques used to construct financial portfolios. You will learn about the investment process and get a very good understanding of economic, industry, and company analyses. We will also look at understanding and interpreting major portfolio management and risk concepts. Through this course, you will discover the basic concepts of Modern Portfolio Theory.
In the second half of the course we explore the frameworks to measure investment performance, as well as the various measures of investment performance. Finally, you will learn how to measure performance of equity, bonds and hedge funds. After completing this course, you will be able to appreciate the details that go into the creation of investment portfolios.
本課程是 Financial Markets and Investment Strategy 專項課程 專項課程的一部分
Portfolio and Risk Management
提供方
教學大綱 - 您將從這門課程中學到什麼
週
1Basics of Investments
The first module discusses the basics of investment process and the time value of money. The concept of time value of money is extended to value assets with cash flows. In the process, we develop shortcuts for valuing annuities and perpetuities. The student is then introduced to the concept of Risk and Return. The module ends with a discussion of Utility theory.
10 個視頻 （總計 62 分鐘）, 3 個閱讀材料, 1 個測驗
10 個視頻
Introduction6分鐘
Investment Process4分鐘
Investment Philosophies7分鐘
Introduction to Time Value of Money7分鐘
Ordinary Annuity7分鐘
Compounding frequency and Effective Annual Rate7分鐘
Annuity Due4分鐘
Perpetuities and stock valuation3分鐘
Expected returns and risk6分鐘
Utility theory5分鐘
3 個閱讀材料
6 Different Investment Philosophies10分鐘
Common Investment Strategies of Fund Managers10分鐘
Utility theory and Attitude toward Risk10分鐘
1 個練習
Week 1 Assessment20分鐘
週
2Concept of risk and return
The second module introduces the student to the concept of portfolio math and the concept of diversification. The student is taught how to construct the investment opportunity set with risky assets and risk-free asset.The student is then introduced to the concept of Market portfolio and the Capital market line.
10 個視頻 （總計 59 分鐘）, 4 個閱讀材料, 1 個測驗
10 個視頻
Capital Allocation6分鐘
Risky portfolios6分鐘
Diversification and efficient frontier5分鐘
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 diversification10分鐘
Diversification: How much is too much?10分鐘
The 15-Stock Diversification Myth10分鐘
Does the composition of the market portfolio really matter?10分鐘
1 個練習
Week 2 - Assessment20分鐘
週
3Understanding investments
This module introduces the CAPM model and the concept of Beta. The student is taught how to calculate the Beta of a security. The student is also introduced to arbitrage pricing theory.
10 個視頻 （總計 52 分鐘）, 2 個閱讀材料, 1 個測驗
10 個視頻
The CAPM4分鐘
Calculating the CAPM beta6分鐘
The security market line4分鐘
Equilibrium5分鐘
Disequilibrium3分鐘
Estimating beta from data6分鐘
Miscellaneous topics on beta4分鐘
Determinants of the market risk premium4分鐘
Multifactor models5分鐘
The arbitrage pricing theory6分鐘
2 個閱讀材料
Does the Capital Asset Pricing Model Work?10分鐘
Multifactor Models10分鐘
1 個練習
Week 3 - Assessment20分鐘
週
4Security analysis
The main focus of this module is portfolio performance evaluation. You will learn equity valuation.
10 個視頻 （總計 58 分鐘）, 3 個閱讀材料, 1 個測驗
10 個視頻
The arbitrage-free price6分鐘
Commonly-used risk factors4分鐘
Dividend discount models6分鐘
The growth rate of dividends5分鐘
Valuation based on comparable firms4分鐘
The PEG ratio and other valuation multiples6分鐘
Measuring portfolio or fund returns6分鐘
Benchmarks for portfolio performance evaluation6分鐘
Alternate performance measures4分鐘
3 個閱讀材料
The Challenge: How To Benchmark Your Investment Portfolio10分鐘
Performance Measurement: The What, Why, and How of the Investment Management Process10分鐘
The 101 ways to measure portfolio performance10分鐘
1 個練習
Week 4 - Assessment20分鐘
4.4
23 個審閱熱門審閱
創建者 MK•Jun 30th 2017
Thank you very much Ramabhadran Thirumalai Sir\n\nThis course is very helpful for learners. explaining method and class slides all are well organised.\n\ncourse went smoothly.
創建者 PV•Dec 8th 2017
This course is like a essential step towards learning financial management. A great course with broad coverage of topics offering in depth and connective understanding.
講師
Ramabhadran Thirumalai
Assistant ProfessorIndian School of Business
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 Financial Markets and Investment Strategy 專項課程
The Investment Management Specialization teaches professional asset management of securities using portfolio management and behavioral aspects of finance. Specific topics include: an introduction to the basics of finance, how to evaluate risk and expected return, the behavioral aspect of investment strategy, and current trends.
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