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：
投資管理 の専門講座ジュネーヴ大学（University of Geneva）このコースについて
100,548 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
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8時間で修了
英語
字幕：英語
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8時間で修了
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
PORTFOLIO AND RISK MANAGEMENT からの人気レビュー
KSにより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.
EMにより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.
SXにより2019年3月9日
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2016年9月10日
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.
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
よくある質問
いつ講座や課題にアクセスできるようになりますか？
Access to lectures and assignments depends on your type of enrollment. If you take a course in audit mode, you will be able to see most course materials for free. To access graded assignments and to earn a Certificate, you will need to purchase the Certificate experience, during or after your audit. If you don't see the audit option:
- The course may not offer an audit option. You can try a Free Trial instead, or apply for Financial Aid.
- The course may offer 'Full Course, No Certificate' instead. This option lets you see all course materials, submit required assessments, and get a final grade. This also means that you will not be able to purchase a Certificate experience.
この専門講座をサブスクライブすると何を行うことができるようになりますか？
コースに登録する際、専門講座のすべてのコースにアクセスできます。コースの完了時には修了証を取得できます。電子修了証が成果のページに追加され、そこから修了証を印刷したり、LinkedInのプロフィールに追加したりできます。コースの内容の閲覧のみを希望する場合は、無料でコースを聴講できます。
返金ポリシーについて教えてください。
サブスクライブすると、7日間の無料トライアルを体験できます。この期間中は解約金なしでキャンセルできます。それ以降、払い戻しはありませんが、サブスクリプションをいつでもキャンセルできます。返金ポリシーをすべて表示します。
学資援助はありますか？
はい。受講料の支払いが難しい受講生に、Coursera（コーセラ）は学資援助を提供しています。左側の［登録］ボタンの下にある［学資援助］のリンクをクリックして申請してください。申請書の入力を促すメッセージが表示され、承認されると通知が届きます。キャップストーンプロジェクトを含む専門講座の各コースでこのステップを完了する必要があります。詳細。
コースを修了することで大学の単位は付与されますか？
このコースでは大学の単位は付与されませんが、一部の大学ではコース修了証を単位として承認する場合があります。詳細については、大学にお問い合わせください。Coursera（コーセラ）のオンライン学位および Mastertrack™証明書は、大学の単位を取得する機会を提供します。
さらに質問がある場合は、受講者向けヘルプセンターにアクセスしてください。
