ISB Hyderabad - Creating a Portfolio
- Offered byCoursera
- Public/Government Institute
Creating a Portfolio at Coursera Overview
Duration | 10 hours |
Total fee | Free |
Mode of learning | Online |
Difficulty level | Beginner |
Official Website | Explore Free Course  |
Credential | Certificate |
- Overview
- Highlights
- Course Details
- Curriculum
Creating a Portfolio at Coursera Highlights
- This Course Plus the Full Specialization.
- Shareable Certificates.
- Graded Programming Assignments.
Creating a Portfolio at Coursera Course details
- This course integrates all the learning from the first three courses and guides the learner about ways of building a portfolio of strategies and integrating the same into a hedge fund.
- In the first part of the course, you will be taught ways of measuring the contribution of a strategy to a portfolio in terms of risk and return. You will be able to appreciate the consequences of including a strategy to a new as well an existing portfolio.
- Next, you are taught various ways of conducting the tilting analysis in order to determine the optimal weight to be placed on each strategy. After this you will learn to develop techniques for minimizing overall portfolio risk.
- You will also get a basic overview of the regulatory framework that is applicable to hedge funds. You will know about different types of investors and the expectations of each type of investors.
Creating a Portfolio at Coursera Curriculum
Module 1
Market Efficiency
Types of Market Efficiency
Anomalies
Performance measurement 1
Performance measurement 2
Market timing
Performance measurement 3
The Challenge: How To Benchmark Your Investment Portfolio
Performance Measurement: The What, Why, and How of the Investment Management Process
The 101 ways to measure portfolio performance
Practice Quiz 1
Practice Quiz 2
Quiz 1
Module 2
Timing measurement
Style Analysis
Performance attribution
Mutual fund performance
Expected returns and risk
Utility theory
Investment Choices and Portfolios
Capital Allocation
Risky portfolios
Utility theory and Attitude toward Risk
Practice Quiz -
Practice Quiz
Quiz 2
Module 3
Diversification and efficient frontier
Two fund separation
Diversification revisited
Investment opportunity set with two risky assets and a risk-free asset
Investment opportunity set with three risky assets and a risk-free asset
The optimal allocation between risky and risk-free assets
The market portfolio and the capital market line
The pros' guide to diversification
Diversification: How much is too much?
The 15-Stock Diversification Myth
Does the composition of the market portfolio really matter?
Practice Quiz
Weekly assessment 3
Module 4
Strategies based on Text Mining
Benchmarking
Reporting
Financial Instruments
Backtesting
How to backtest?
Conclusion
Successful Backtesting of Algorithmic Trading Strategies
Practice Quiz
Weekly assessment 4
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