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.
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投資管理専門講座ジュネーヴ大学（University of Geneva）このコースについて
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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
約8時間で修了
英語
字幕：アラビア語, フランス語, ポルトガル語（ヨーロッパ）, イタリア語, ベトナム語, ドイツ語, ロシア語, 英語, スペイン語
習得するスキル
- Portfolio Theories
- Risk Management
- Value At Risk (VAR)
- Portfolio Optimization
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。
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
約8時間で修了
英語
字幕：アラビア語, フランス語, ポルトガル語（ヨーロッパ）, イタリア語, ベトナム語, ドイツ語, ロシア語, 英語, スペイン語
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 学習用教材, 1 個のテスト
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）
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 学習用教材, 1 個のテスト
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）
レビュー
- 5 stars75.25%
- 4 stars20.16%
- 3 stars3.78%
- 2 stars0.66%
- 1 star0.13%
ポートフォリオとリスクマネジメント からの人気レビュー
JOにより2020年12月24日
Most part of the courses were quite good, excepted the part on currency risk where i thought it was abit too technical, too much formulas for the currency lectures
MAにより2016年9月8日
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!
AGにより2020年5月5日
Excellent course. I would suggest giving numerical examples in the lessons related to CVaR and ES, like it was done for currency hedging. Otherwise excellent material.
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.
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.
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