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.
このコースは投資管理 の専門講座に属します。
Portfolio and Risk Management
提供：
このコースについて
36,991 最近の表示
受講生の就業成果
38%
コース終了後に新しいキャリアをスタートした
37%
コースが具体的なキャリアアップにつながった
習得するスキル
Portfolio TheoriesRisk ManagementValue At Risk (VAR)Portfolio Optimization
受講生の就業成果
38%
コース終了後に新しいキャリアをスタートした
37%
コースが具体的なキャリアアップにつながった
共有できる証明書
修了時に証明書を取得
100%オンライン
自分のスケジュールですぐに学習を始めてください。
次における5の3コース
柔軟性のある期限
スケジュールに従って期限をリセットします。
約13時間で修了
推奨：4 weeks of study, 1-3 hours/week
英語
字幕：英語
提供：
ジュネーヴ大学（University of Geneva）
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.
シラバス - 本コースの学習内容
1時間で修了
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.
1時間で修了
6件のビデオ （合計39分）, 2 readings, 1 quiz
6件のビデオ
Some common mistakes you will no longer make after this course – Portfolio risk6 分
Some common mistakes you will no longer make after this course – Free lunch9 分
Distribution of returns - Graphical representation8 分
Distribution of returns - Numbers5 分
The risk-return trade-off - UBS guest speaker5 分
2件の学習用教材
Course syllabus5 分
Glossary10 分
1の練習問題
Graded quiz on the content of Week 110 分
2時間で修了
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.
2時間で修了
14件のビデオ （合計89分）
14件のビデオ
The impact of correlation - Maximizing diversification6 分
Reaching the efficient frontier - UBS guest speaker4 分
The efficient frontier with a risk-free asset4 分
Expanding the asset universe - International diversification5 分
Expanding the asset universe - Country versus industry diversification4 分
Do investors diversify internationally? - UBS guest speaker3 分
The impact of constraints on optimal portfolios8 分
The pitfalls of Modern Portfolio Theory - Assumptions8 分
The pitfalls of Modern Portfolio Theory - Investors9 分
Two-fund separation - Individual decision4 分
Two-fund separation - Market level7 分
Capital market equilibrium - The Capital Market Line5 分
Capital market equilibrium - The Capital Asset Pricing Model9 分
1の練習問題
Graded quiz on the content of Week 215 分
2時間で修了
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.
2時間で修了
14件のビデオ （合計96分）, 1 reading, 1 quiz
14件のビデオ
How our age and wealth affect our investment profile - Robo-advisors8 分
The path from an investor's profile to his/her optimal investment strategy - UBS guest speaker2 分
Strategic asset allocation: MPT in practice - Definitions6 分
Strategic asset allocation: MPT in practice - Implementation8 分
Asset allocation versus stock picking: what matters more? - UBS guest speaker4 分
Rebalancing a portfolio to maintain the SAA - SAA versus TAA6 分
Rebalancing a portfolio to maintain the SAA - Weights and bounds9 分
Key drivers of tactical asset allocation - Goals8 分
Key drivers of tactical asset allocation - Implementation4 分
Timing the market with tactical asset allocation - Shiller's CAPE7 分
Timing the market with tactical asset allocation - Macroeconomic tools10 分
How tactical asset allocation depends on macroeconomic fundamentals - UBS guest speaker6 分
How to combine strategic and tactical asset allocations - UBS guest speaker4 分
1件の学習用教材
The importance of asset allocation20 分
1の練習問題
Graded quiz on the content of Week 315 分
2時間で修了
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.
2時間で修了
14件のビデオ （合計95分）
14件のビデオ
Defining forwards and options - Options11 分
Risk as volatility?4 分
What about illiquidity? - UBS guest speaker2 分
Currency risk - Return7 分
Currency risk - Risk6 分
Defining the Value-at-Risk4 分
Computing the Value-at-Risk5 分
Defining the Expected Shortfall6 分
Computing the Expected Shortfall3 分
Risk management applied to portfolio allocation6 分
Banking regulation & Basel recommendations: How did we get there?7 分
Hedging against market falls (using options)8 分
Hedging against currency risk (using forwards)9 分
1の練習問題
Graded quiz on the content of Week 415 分
レビュー
4.7
PORTFOLIO AND RISK MANAGEMENT からの人気レビュー
KSによりSep 9, 2016
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.
EMによりMay 3, 2018
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.
SXによりMar 9, 2019
Great learning in this course, however the currency risk portion could have been explained in more detail and with more patience. It was a hard topic to grasp. But, overall a very good course.
WMによりSep 10, 2016
Thoroughly engaging presentation of a topic that was very much esoteric to me previously. I would highly recommend this course to anyone looking for insight into portfolio and risk management.
SSによりSep 30, 2016
This is very good. I am grateful for the mathematics at the base of the theoretical structure, but I for one need more drilling. I am looking forward to the rest of the courses.
ABによりSep 16, 2016
i recommend this course for every one interested to understand the dynamics of financial markets and the future trends of financial markets and portfolio management
MAによりSep 8, 2016
Great course - like the rest of the specialization it had a great mix of video (primarily) and questions, practical advice, timely data and quizzes. Learned a ton!
TSによりOct 26, 2018
A useful module.\n\nSome of the derivative detail is hard to remember and the more detailed risk measurement formula may benefit from a little more explanation.
BBによりOct 1, 2016
at times , it is hard to catch up with the ideas conveyed\n\nbut overall , a very relevant and important subject taught in a very sensible and easy way.
SIによりMar 13, 2018
The great Modern Portfolio Theory! If you are into portfolio investment, this course is a must for you. You can learn how to get a lunch almost free...
AMによりMar 15, 2018
Check English subs! They mismatch the dialogues many times. And please, no more lectures by Dr Inex Chaieb: I got really tedious at listen to her.
SMによりSep 14, 2019
Week 4 was a bit complex. Risk section could have been explained better with more real life examples to support the theory and equations taught.
AAによりApr 5, 2019
Very well structured, great lecturers with a good pace and way of explaining. Amazing guest speakers for a balance between practice and theory
AKによりOct 2, 2017
This was a highly useful course that cemented the key concepts of risk management that can be applied to the real world of asset management :)
AGによりJun 10, 2018
Overall good, the content was really useful and updated. However the performance of all of the professors was not at the same level.
FGによりOct 28, 2017
Very well course. Maybe some topics (eg. foreign currencies, derivatives) should be provided with additional material (exercises).
RWによりFeb 11, 2018
This course had a lot of information about foreign exchange risk and some good explanations about the math involved in risk.
RJによりApr 2, 2018
The best course when it comes to allocating your investments. Kudos to my instructors for delivering the lesson well!
NDによりAug 26, 2018
Extremely interesting and with great content, very relevant and recommended for everyone aiming a career in finance.
NPによりSep 29, 2017
Quite a good course to get an overview of investment. Nothing extraordinary, but still very informative and useful.
投資管理専門講座について
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.
Director of this Specialization and main teaching contributor: Dr. Michel Girardin, Lecturer in Macro-Finance, University of Geneva
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