In this course, you will learn about latest investment strategies and performance evaluation. You will start by learning portfolio performance measures and discuss best practices in portfolio performance evaluation. You will explore different evaluation techniques such as style analysis and attribution analysis and apply them to evaluate different investment strategies. Special emphasis will be given to recent financial market innovations and current investment trends.
Dieser Kurs ist Teil der Spezialisierung Spezialisierung Investment and Portfolio Management
von
Spezialisierung Investment and Portfolio ManagementRice UniversityÜber diesen Kurs
33,528 kürzliche Aufrufe
Karriereergebnisse der Lernenden
50%
nahm einen neuen Beruf nach Abschluss dieser Kurse auf
50%
ziehen Sie für Ihren Beruf greifbaren Nutzen aus diesem Kurs
Zertifikat zur Vorlage
Erhalten Sie nach Abschluss ein Zertifikat
100 % online
Beginnen Sie sofort und lernen Sie in Ihrem eigenen Tempo.
Kurs 4 von 5 in
Flexible Fristen
Setzen Sie Fristen gemäß Ihrem Zeitplan zurück.
Ca. 14 Stunden zum Abschließen
Englisch
Untertitel: Englisch
Karriereergebnisse der Lernenden
50%
nahm einen neuen Beruf nach Abschluss dieser Kurse auf
50%
ziehen Sie für Ihren Beruf greifbaren Nutzen aus diesem Kurs
Zertifikat zur Vorlage
Erhalten Sie nach Abschluss ein Zertifikat
100 % online
Beginnen Sie sofort und lernen Sie in Ihrem eigenen Tempo.
Kurs 4 von 5 in
Flexible Fristen
Setzen Sie Fristen gemäß Ihrem Zeitplan zurück.
Ca. 14 Stunden zum Abschließen
Englisch
Untertitel: Englisch
von
Rice University
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.
Lehrplan - Was Sie in diesem Kurs lernen werden
4 Stunden zum Abschließen
Performance measurement and benchmarking
In this module, we focus on the central problem of performance measurement: how do you assess the increase in your wealth over a given period and evaluate the risk that was involved? In this module, you will learn how to calculate different return and risk measures and how you use these measures to evaluate a portfolio’s performance relative to a benchmark.
4 Stunden zum Abschließen
9 Videos (Gesamt 66 min), 7 Lektüren, 3 Quiz
9 Videos
Brief review of measuring returns12m
Measuring dollar-weighted vs. time-weighted returns5m
Computing excess returns over a benchmark11m
Compounding excess returns: Geometric mean excess return8m
Basic measures of risk8m
Measuring bad variation7m
Tracking error and residual risk6m
Summary1m
7 Lektüren
Grading Policy10m
How to use discussion forums10m
Pre-Course Survey10m
Lecture handouts: Comparing two portfolio returns10m
Comparing two portfolio returns- Quiz Solutions10m
Lecture handouts: Revisiting measures of risk10m
Revisiting measures of risk- Quiz Solutions10m
2 praktische Übungen
Comparing two portfolio returns26m
Revisiting measures of risk6m
5 Stunden zum Abschließen
Active vs. passive investing: Risk-adjusted return measures
In this module, we focus on constructing return-to-risk measures in order to compare investments in terms of their desirability. You are going to learn several different ways to calculate risk-adjusted return measures for an actively managed fund and understand how these measures differ from each other.
5 Stunden zum Abschließen
9 Videos (Gesamt 47 min), 8 Lektüren, 2 Quiz
9 Videos
Sharpe ratio - Introduction to general notion4m
Constructing the Sharpe ratio6m
Sortino ratio3m
Treynor’s measure2m
Jensen’s alpha13m
Appraisal ratio and information ratio5m
Comparing the risk-adjusted measures6m
Summary1m
8 Lektüren
Accompanying spreadsheet for "Jensen's alpha"10m
Accompanying spreadsheet for "Appraisal ratio and information ratio"10m
“The Sharpe ratio”, by William F. Sharpe10m
The Sharpe ratio and the information ratio10m
Lecture handouts: Risk-adjusted return measures10m
Instructions for practice quiz10m
Solutions10m
Active vs. passive investing: Risk-adjusted return measures - Quiz Solutions10m
2 praktische Übungen
Risk-adjusted return measures1h
Active vs. passive investing: Risk-adjusted return measures1h 30m
6 Stunden zum Abschließen
Performance evaluation: Style analysis and performance attribution
In this module, you are going to learn to use two analytical tools that are widely used in practice to evaluate what the portfolio performance can be attributed to.
6 Stunden zum Abschließen
7 Videos (Gesamt 40 min), 9 Lektüren, 3 Quiz
7 Videos
Style analysis7m
Style Analysis - Part II4m
Style analysis: How does it work?7m
Performance attribution7m
Performance attribution: Numerical illustration7m
Summary2m
9 Lektüren
Lecture handouts: Style Analysis10m
Style Analysis: Accompanying Excel spreadsheet10m
Asset allocation: Management style and performance measurement10m
Style Analysis - Quiz solutions10m
Lecture handouts: Performance attribution10m
Total Portfolio Performance Attribution Methodology10m
Performance attribution - Quiz Solutions10m
Performance evaluation: Style analysis and performance attribution- Quiz Solutions10m
End-Of-Course Survey10m
3 praktische Übungen
Style Analysis1h
Performance attribution1h
Performance evaluation: Style analysis and performance attribution1h 30m
Bewertungen
Top-Bewertungen von INVESTMENT STRATEGIES AND PORTFOLIO ANALYSIS
von BC30. Juli 2017
A really good course that I would certainly recommend. The only thing that let it down was that some of the solutions to the final quiz were incorrect and led to some frustration on the forum!
von ME14. Feb. 2018
Excellent course, unfortunately ruined by the lack of support from mentoring or teaching staff. Also getting a peer review assigned is very difficult, probably due to shortage of students.
von VF16. Dez. 2017
I think that this particular course could have a bit deeper dive into the topic, felt more like a general overview compared to previous courses in the specialization.
von TD9. März 2017
Excellent presentation on investment strategies and portfolio analysis, Thanks you! Noted a few issues with the quiz and spreadsheet presented which had some errors.
Über den Spezialisierung Investment and Portfolio Management
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!
Häufig gestellte Fragen
When will I have access to the lectures and assignments?
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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.
What will I get if I subscribe to this Specialization?
When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.
What is the refund policy?
If you subscribed, you get a 7-day free trial during which you can cancel at no penalty. After that, we don’t give refunds, but you can cancel your subscription at any time. See our full refund policy.
Is financial aid available?
Yes, Coursera provides financial aid to learners who cannot afford the fee. Apply for it by clicking on the Financial Aid link beneath the "Enroll" button on the left. You'll be prompted to complete an application and will be notified if you are approved. You'll need to complete this step for each course in the Specialization, including the Capstone Project. Learn more.
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