返回到 Portfolio Selection and Risk Management

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394 個評分

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69 條評論

When an investor is faced with a portfolio choice problem, the number of possible assets and the various combinations and proportions in which each can be held can seem overwhelming. In this course, you’ll learn the basic principles underlying optimal portfolio construction, diversification, and risk management. You’ll start by acquiring the tools to characterize an investor’s risk and return trade-off. You will next analyze how a portfolio choice problem can be structured and learn how to solve for and implement the optimal portfolio solution. Finally, you will learn about the main pricing models for equilibrium asset prices.
Learners will:
• Develop risk and return measures for portfolio of assets
• Understand the main insights from modern portfolio theory based on diversification
• Describe and identify efficient portfolios that manage risk effectively
• Solve for portfolio with the best risk-return trade-offs
• Understand how risk preference drive optimal asset allocation decisions
• Describe and use equilibrium asset pricing models....

Mar 03, 2020

I love how Dr O teach by telling a story. Her Teaching technique is different from the college boring classes that I have been.\n\nI wish she offer more courses.

Jul 20, 2020

Dr. O really makes the idea of modern portfolio management clear! The practical assignments on Excel will really clear any confusion about the topics.

篩選依據：

創建者 Adrian N U

•May 11, 2018

The course is very insightful. However, some parts of the peer review assignments need to be made clearer (i.e. the difference between sample variance and population variance, although one can look at the forum for the answer). Some of the in-class quizzes are also pretty annoying. The course can improve by revamping the material and correcting for some bugs.

創建者 Matteo E

•Dec 27, 2017

Very nice and rather deep presentation of the modern portfolio theory, CAPM and fama-french 3-factor model, but lacking in width in terms of presentation of other pricing models, or risk management strategies (i.e. 5-factor model, hedging, etc...).

Overall a challenging and enjoyable course if you have little financial background.

創建者 Oleksandr A

•Mar 04, 2018

A wonderful course! You will find here all necessary insights and concepts of portfolio selection and risk management. The main problem is there is a little lack of explanations of some complex Excel spreadsheets. Hence, you will need to check Forums to complete the puzzle.

創建者 Gautam B

•Apr 27, 2020

This course is one of the finest course from Rice University and the way Dr. O teaches, it really is astounding. This course has helped me, by clearing my basic understanding of the Portfolio Selection in the world of Investments.

創建者 Tommaso M

•Apr 23, 2020

The course is very interesting. The topics are treated with obvious superficiality but it is useful to start acquiring some practice in the subject. The only flaw is the peer-graded homeworks, which often take days to correct.

創建者 Lisa C

•Dec 17, 2016

This was a tough course and I actually moved to another schedule. I think a sixth week on using excel to solve problems would have been worthwhile.

創建者 Himanshu K

•Jun 19, 2020

I think Excel should be used to teach so that more clarification should be there with tools

創建者 Rajat R

•Jun 24, 2020

Great learning experience!!! A perfect course for the beginners...

創建者 杜睿

•Oct 28, 2018

I have learned a lot, but I want to learn more

創建者 Abhishek N

•Jul 04, 2020

well planned course,nice assignment an quiz

創建者 Joaquín R R

•Apr 15, 2020

The formulas are not on the lectures.

創建者 Jeffrey C

•Jul 30, 2020

Good class

創建者 James C

•Nov 18, 2019

The subject matter and material was very good but the assignments were ambiguous and confusing. I had to spend a lot of time in the discussion forum or online trying to find the correct formulas or how to exactly complete the assignment because the instructions are so vague. For example one of the first assignments doesn't specify whether the data should be monthly or annually.

創建者 Thomas M S

•Mar 25, 2017

Decent course to get an introduction to portfolio theory. Some work needs to be done to update the pdf slides with what the professor adds in handwriting during the course.

創建者 Neelkanth S M

•Oct 02, 2019

Delay caused due to insufficient number of available submissions to review

創建者 Carlo S

•Oct 22, 2018

I will fail because, despite submitting all my assignments on time and obtaining excellent grades on all of them, one of them was not reviewed and graded by my peers on time. Quizzes and Assignments should be graded by professors and Teaching assistants, not students. I pay I fee and and I expect more. The entire process was a fraud.

創建者 Rod J

•Jan 27, 2018

Very poor response times to questions on the forum by academic staff. There are also mathematical errors in the materials provided.