このコースについて
24,311 最近の表示

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31時間で修了

推奨:5 weeks...

英語

字幕:英語

習得するスキル

Risk ManagementPortfolio ConstructionRisk AnalysisPortfolio Optimization
このCourseを受講している学習者は
  • Financial Analysts
  • Chief Financial Officers (CFOs)
  • Financial Advisors
  • Risk Managers
  • Traders

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31時間で修了

推奨:5 weeks...

英語

字幕:英語

シラバス - 本コースの学習内容

1
5時間で修了

Module 1- Introduction & Risk and Return

10件のビデオ (合計64分), 11 readings, 4 quizzes
10件のビデオ
Overview – No free lunches! Risk and return trade-off4 分
Measuring returns: Geometric average returns6 分
Measuring returns: Arithmetic average returns4 分
Measuring risk: Volatility of returns8 分
Alternative measures of risk7 分
More on measuring risk and risk measures4 分
Measuring risk and return: Illustration with four stocks8 分
Historical record on risk-return patterns8 分
Summary1 分
11件の学習用教材
Grading Policy10 分
How to use discussion forums10 分
Meet & Greet: Get to know your classmates10 分
Pre-Course Survey10 分
Lecture handouts: Risk and return: Measuring returns10 分
Risk and return: Measuring returns Quiz Solutions10 分
Lecture handouts: Risk and return: Measuring risk10 分
Risk & Return: Measuring risk Quiz solutions10 分
Lecture handouts: Risk and return: Historical record10 分
Investing: Stocks for the long run (optional)10 分
Module 1: Risk & Return Solutions10 分
3の練習問題
Risk and return: Measuring returns10 分
Risk & Return: Measuring risk10 分
Module 1: Risk & Return20 分
2
6時間で修了

Module 2: Portfolio construction and diversification

16件のビデオ (合計83分), 12 readings, 6 quizzes
16件のビデオ
Measuring the expected return of a portfolio8 分
Let’s review how we measure risk for a single asset4 分
Finding the volatility of a portfolio return3 分
Portfolio volatility: Another example2 分
Measuring the co-movement between securities9 分
Putting it all together… portfolio risk and diversification7 分
Diversification and portfolio risk3 分
Diversification: A graphical illustration with two assets4 分
Diversification: A graphical illustration with three assets3 分
Diversification: Systematic risk and idiosyncratic risk7 分
Diversification: An illustration from international equity markets (US and Japan only)11 分
Mean-variance frontier and efficient portfolios: International equity investment example (G5 countries)5 分
Are you diversified adequately?4 分
Mean-variance portfolio analysis5 分
Summary1 分
12件の学習用教材
Lecture handouts: Measuring portfolio expected return
Measuring expected portfolio return Quiz solutions10 分
Lecture handouts: Measuring portfolio volatility
Measuring portfolio volatility Quiz solutions10 分
Accompanying spreadsheets for "Diversification: An illustration from international equity markets (US and Japan only)"10 分
A Note on using EXCEL Solver10 分
Lecture handouts: Diversification and portfolio risk
Lecture handouts: Mean-variance frontier and efficient portfolios: International equity investment example
Diversification and portfolio risk Quiz solutions10 分
Equity investing: Globalization and diversification (optional)10 分
Lecture handouts: Are you adequately diversified?
Module 2: Portfolio construction and diversification- Solutions10 分
4の練習問題
Measuring expected portfolio return16 分
Measuring portfolio volatility20 分
Diversification and portfolio risk30 分
Module 2: Portfolio construction and diversification20 分
3
2時間で修了

Module 3: Mean-variance preferences

7件のビデオ (合計47分), 7 readings, 3 quizzes
7件のビデオ
Preferences: Utility functions8 分
Risk aversion9 分
Expected utility6 分
Mean-variance preferences8 分
Portfolio choice problem with mean-variance preferences: A graphical illustration with equity and bond data10 分
Summary1 分
7件の学習用教材
Lecture handouts: Utility and risk aversion
A note on measuring risk aversion and certainty equivalent10 分
Utility and Risk aversion Quiz solutions10 分
Lecture handouts: Mean-variance preferences
Portfolio choice with mean-variance preferences quiz solutions10 分
Measure your own risk tolerance10 分
Module 3: Mean-variance preferences- Solutions10 分
3の練習問題
Utility and risk aversion10 分
Portfolio choice with mean-variance preferences16 分
Module 3: Mean-variance preferences12 分
4
5時間で修了

Module 4: Optimal capital allocation and portfolio choice

10件のビデオ (合計63分), 12 readings, 3 quizzes
10件のビデオ
Capital allocation line11 分
Solving for the optimal capital allocation7 分
Optimal capital allocation example: U.S. equities and Treasuries10 分
Finding the optimal risky portfolio: Maximizing the Sharpe ratio6 分
Main insight: The optimal risky portfolio is independent of preferences2 分
Finding the optimal risk portfolio when you have multiple risky securities10 分
Investment decision process5 分
What’s wrong with mean-variance portfolio analysis?4 分
Summary2 分
12件の学習用教材
A note on optimal capital allocation10 分
Accompanying spreadsheets for "Optimal Capital Allocation Example: US Equities and Treasuries"10 分
Lecture handouts: Mean-variance optimization
Mean-variance optimization Quiz solutions10 分
Analytical solution to MVE portfolio (two risky assets)10 分
A note on finding the mean variance efficient portfolio (Two risky assets)10 分
Accompanying spreadsheets for "Finding the optimal risky portfolio: Maximizing the Sharpe ratio"10 分
A note on finding the minimum variance frontier with multiple risky assets10 分
Accompanying spreadsheet for finding minimum variance frontier with multiple risky assets10 分
Lecture handouts: Optimal risky portfolio choice
Lecture handouts
Optimal capital allocation and portfolio choice- Solutions10 分
2の練習問題
Mean-variance optimization10 分
Optimal capital allocation and portfolio choice18 分
4.6
46件のレビューChevron Right

50%

コース終了後に新しいキャリアをスタートした

50%

コースが具体的なキャリアアップにつながった

Portfolio Selection and Risk Management からの人気レビュー

by ASAug 18th 2019

One of the finest courses on Coursera. Gives a deep and invaluable insight into Investment and Portfolio Management theories and practices. A must do!

by AHDec 17th 2016

I really enjoyed this course. Sometimes it required a lot of discipline to analyse investigate, but at the end I've learn a lot.

講師

Avatar

Arzu Ozoguz

Finance Faculty
Jones Graduate School of Business

ライス大学(Rice University)について

Rice University is consistently ranked among the top 20 universities in the U.S. and the top 100 in the world. Rice has highly respected schools of Architecture, Business, Continuing Studies, Engineering, Humanities, Music, Natural Sciences and Social Sciences and is home to the Baker Institute for Public Policy....

Investment and Portfolio Management専門講座について

In this four-course Specialization, you’ll learn the essential skills of portfolio management and personal investing. All investors – from the largest wealth funds to the smallest individual investors – share common issues in investing: how to meet their liabilities, how to decide where to invest, and how much risk to take on. In this Specialization, you will learn how to think about, discuss, and formulate solutions to these investment questions. You will learn the theory and the real-world skills necessary to design, execute, and evaluate investment proposals that meet financial objectives. You will begin with an overview of global financial markets and instruments that characterize the investment opportunities available to today’s investor. You will then learn how to construct optimal portfolios that manage risk effectively, and how to capitalize on understanding behavioral biases and irrational behavior in financial markets. You will learn the best practices in portfolio management and performance evaluation as well as current investment strategies. By the end of your Capstone Project, you will have mastered the analytical tools, quantitative skills, and practical knowledge necessary for long-term investment management success. To see an overview video for this Specialization, click here!...
Investment and Portfolio Management

よくある質問

  • 修了証に登録すると、すべてのビデオ、テスト、およびプログラミング課題(該当する場合)にアクセスできます。ピアレビュー課題は、セッションが開始してからのみ、提出およびレビューできます。購入せずにコースを検討することを選択する場合、特定の課題にアクセスすることはできません。

  • 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。

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。