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.
提供方
投资管理 專項課程日内瓦大学課程信息
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100% 在線
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第 3 門課程（共 5 門）
完成時間大約為8 小時
英語（English）
字幕：阿拉伯語（Arabic）, 法語（French）, （歐洲人講的）葡萄牙語, 意大利語, 越南語, 德語（German）, 俄語（Russian）, 英語（English）, 西班牙語（Spanish）
您將獲得的技能
- Portfolio Theories
- Risk Management
- Value At Risk (VAR)
- Portfolio Optimization
可靈活調整截止日期
根據您的日程表重置截止日期。
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 3 門課程（共 5 門）
完成時間大約為8 小時
英語（English）
字幕：阿拉伯語（Arabic）, 法語（French）, （歐洲人講的）葡萄牙語, 意大利語, 越南語, 德語（German）, 俄語（Russian）, 英語（English）, 西班牙語（Spanish）
提供方
日内瓦大学
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.
授課大綱 - 您將從這門課程中學到什麼
完成時間為 1 小時
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.
完成時間為 1 小時
6 個視頻 （總計 39 分鐘）, 2 個閱讀材料, 1 個測驗
完成時間為 2 小時
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.
完成時間為 2 小時
14 個視頻 （總計 89 分鐘）
完成時間為 2 小時
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.
完成時間為 2 小時
14 個視頻 （總計 96 分鐘）, 1 個閱讀材料, 1 個測驗
完成時間為 2 小時
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.
完成時間為 2 小時
14 個視頻 （總計 95 分鐘）
審閱
來自投资组合和风险管理的熱門評論
由 KS 提供2016年9月9日
Great! This course will help you learn how to make a proper portfolio which optimally matched to your risk&return preference and how to manage your portfolio's risk level with financial instruments.
由 DT 提供2020年7月22日
This course has increased my knowledge and understanding of portfolio and risk management. Many important topics have been covered by the instructors which are useful for the learners of finance.
由 CF 提供2020年11月25日
Definitely not for people without economical and some math knowledge, but Great content, and fully recommend for anybody looking to improve their knowledge to better take care of your portfolio!
由 EM 提供2018年5月3日
Great course - wish there were more examples or exercises on the more technical, math-intensive topics like VaR and ES instead of just an extended explanation of the theory behind the formulas.
關於 投资管理 專項課程
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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