このコースについて
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次における5の3コース

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自分のスケジュールですぐに学習を始めてください。

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約13時間で修了

推奨:4 weeks of study, 1-3 hours/week...

英語

字幕:英語

習得するスキル

Portfolio TheoriesRisk ManagementValue At Risk (VAR)Portfolio Optimization

次における5の3コース

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。

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

シラバス - 本コースの学習内容

1
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....
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
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....
14件のビデオ (合計89分), 1 quiz
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
3
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....
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
4
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....
14件のビデオ (合計95分), 1 quiz
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
4.7
155件のレビューChevron Right

44%

コース終了後に新しいキャリアをスタートした

38%

コースが具体的なキャリアアップにつながった

11%

昇給や昇進につながった

人気のレビュー

by KSSep 10th 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.

by WMSep 11th 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.

講師

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University of Geneva- Tony Berrada

SFI Associate Professor of Finance
Geneva Finance Research Institute
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University of Geneva- Ines Chaieb

SFI Associate Professor of Finance
Geneva Finance Research Institute
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University of Geneva- Jonas Demaurex

Teaching Assistant
Geneva Finance Research Institute
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University of Geneva- Rajna Gibson Brandon

SFI Senior Chaired Professor of Finance and Managing Director of the GFRI
Geneva Finance Research Institute
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University of Geneva- Michel Girardin

Lecturer in Macro-Finance - Project Leader for the "Investment Management" specialization
Geneva Finance Research Institute
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University of Geneva- Philipp Krueger

SFI Assistant Professor of Finance
Geneva Finance Research Institute
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University of Geneva- Kerstin Preuschoff

Associate Professor of Neurofinance and Neuroeconomics
Geneva Finance Research Institute
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University of Geneva- Olivier Scaillet

SFI Senior Chaired Professor of Finance and Vice-dean (research) at GSEM
Geneva Finance Research Institute

ジュネーヴ大学(University of Geneva)について

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....

投資管理の専門講座について

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...
投資管理

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