This course teaches you the concepts of risk and expected return. This course presents an overview of the basic concepts and techniques used to construct financial portfolios. You will learn about the investment process and get a very good understanding of economic, industry, and company analyses. We will also look at understanding and interpreting major portfolio management and risk concepts. Through this course, you will discover the basic concepts of Modern Portfolio Theory.
In the second half of the course we explore the frameworks to measure investment performance, as well as the various measures of investment performance. Finally, you will learn how to measure performance of equity, bonds and hedge funds. After completing this course, you will be able to appreciate the details that go into the creation of investment portfolios.
Ce cours fait partie de la Spécialisation Financial Markets and Investment Strategy
Portfolio and Risk Management
proposé par
Programme du cours : ce que vous apprendrez dans ce cours
Semaine
12 heures pour terminer
Basics of Investments
The first module discusses the basics of investment process and the time value of money. The concept of time value of money is extended to value assets with cash flows. In the process, we develop shortcuts for valuing annuities and perpetuities. The student is then introduced to the concept of Risk and Return. The module ends with a discussion of Utility theory.
10 vidéos (Total 62 min), 3 lectures, 1 quiz
10 vidéos
Introduction6 min
Investment Process4 min
Investment Philosophies7 min
Introduction to Time Value of Money7 min
Ordinary Annuity7 min
Compounding frequency and Effective Annual Rate7 min
Annuity Due4 min
Perpetuities and stock valuation3 min
Expected returns and risk6 min
Utility theory5 min
3 lectures
6 Different Investment Philosophies10 min
Common Investment Strategies of Fund Managers10 min
Utility theory and Attitude toward Risk10 min
1 exercice pour s'entraîner
Week 1 Assessment20 min
Semaine
22 heures pour terminer
Concept of risk and return
The second module introduces the student to the concept of portfolio math and the concept of diversification. The student is taught how to construct the investment opportunity set with risky assets and risk-free asset.The student is then introduced to the concept of Market portfolio and the Capital market line.
10 vidéos (Total 59 min), 4 lectures, 1 quiz
10 vidéos
Capital Allocation6 min
Risky portfolios6 min
Diversification and efficient frontier5 min
Two fund separation6 min
Diversification revisited4 min
Investment opportunity set with two risky assets and a risk-free asset6 min
Investment opportunity set with three risky assets and a risk-free asset6 min
The optimal allocation between risky and risk-free assets3 min
The market portfolio and the capital market line5 min
4 lectures
The pros' guide to diversification10 min
Diversification: How much is too much?10 min
The 15-Stock Diversification Myth10 min
Does the composition of the market portfolio really matter?10 min
1 exercice pour s'entraîner
Week 2 - Assessment20 min
Semaine
32 heures pour terminer
Understanding investments
This module introduces the CAPM model and the concept of Beta. The student is taught how to calculate the Beta of a security. The student is also introduced to arbitrage pricing theory.
10 vidéos (Total 52 min), 2 lectures, 1 quiz
10 vidéos
The CAPM4 min
Calculating the CAPM beta6 min
The security market line4 min
Equilibrium5 min
Disequilibrium3 min
Estimating beta from data6 min
Miscellaneous topics on beta4 min
Determinants of the market risk premium4 min
Multifactor models5 min
The arbitrage pricing theory6 min
2 lectures
Does the Capital Asset Pricing Model Work?10 min
Multifactor Models10 min
1 exercice pour s'entraîner
Week 3 - Assessment20 min
Semaine
42 heures pour terminer
Security analysis
The main focus of this module is portfolio performance evaluation. You will learn equity valuation.
10 vidéos (Total 58 min), 3 lectures, 1 quiz
10 vidéos
The arbitrage-free price6 min
Commonly-used risk factors4 min
Dividend discount models6 min
The growth rate of dividends5 min
Valuation based on comparable firms4 min
The PEG ratio and other valuation multiples6 min
Measuring portfolio or fund returns6 min
Benchmarks for portfolio performance evaluation6 min
Alternate performance measures4 min
3 lectures
The Challenge: How To Benchmark Your Investment Portfolio10 min
Performance Measurement: The What, Why, and How of the Investment Management Process10 min
The 101 ways to measure portfolio performance10 min
1 exercice pour s'entraîner
Week 4 - Assessment20 min
4.4
24 avis50%
a bénéficié d'un avantage concret dans sa carrière grâce à ce cours
Meilleurs avis
par MK•Jun 30th 2017
Thank you very much Ramabhadran Thirumalai Sir\n\nThis course is very helpful for learners. explaining method and class slides all are well organised.\n\ncourse went smoothly.
par PV•Dec 8th 2017
This course is like a essential step towards learning financial management. A great course with broad coverage of topics offering in depth and connective understanding.
Enseignant
Ramabhadran Thirumalai
Assistant ProfessorIndian School of Business
À propos de Indian School of Business
The Indian School of Business has successfully put India on the global map of management education by nurturing young leaders with an understanding of developing economies and the society at large. Through innovations in curricula and pedagogy to reflect the shifting business landscape, the ISB is committed to providing the best venue for management education to meet the growing need to develop young leaders who can manage global challenges.
À propos de la Spécialisation Financial Markets and Investment Strategy
The Investment Management Specialization teaches professional asset management of securities using portfolio management and behavioral aspects of finance. Specific topics include: an introduction to the basics of finance, how to evaluate risk and expected return, the behavioral aspect of investment strategy, and current trends.
Foire Aux Questions
Quand aurai-je accès aux vidéos de cours et aux devoirs ?
Une fois que vous êtes inscrit(e) pour un Certificat, vous pouvez accéder à toutes les vidéos de cours, et à tous les quiz et exercices de programmation (le cas échéant). Vous pouvez soumettre des devoirs à examiner par vos pairs et en examiner vous-même uniquement après le début de votre session. Si vous préférez explorer le cours sans l'acheter, vous ne serez peut-être pas en mesure d'accéder à certains devoirs.
À quoi ai-je droit si je m'abonne à cette Spécialisation ?
Lorsque vous vous inscrivez au cours, vous bénéficiez d'un accès à tous les cours de la Spécialisation, et vous obtenez un Certificat lorsque vous avez réussi. Votre Certificat électronique est alors ajouté à votre page Accomplissements. À partir de cette page, vous pouvez imprimer votre Certificat ou l'ajouter à votre profil LinkedIn. Si vous souhaitez seulement lire et visualiser le contenu du cours, vous pouvez accéder gratuitement au cours en tant qu'auditeur libre.
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