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所在平台: Coursera |
课程主页: https://www.coursera.org/learn/investment-portfolio
课程评论：没有评论
课程名称：创建投资组合 概述：该课程综合了前三门课程的学习内容，指导学习者如何建立策略投资组合并将其整合到对冲基金中。在课程的第一部分，您将学习如何衡量策略对投资组合的贡献，包括风险和收益。您将了解将一项策略纳入新投资组合和现有投资组合的后果。 接下来，您将学习各种倾斜分析的方法，以确定各个策略应占的最佳权重。在此之后，您将学习开发降低整体投资组合风险的技术。 您还将获得适用于对冲基金的监管框架的基本概述，了解不同类型投资者及其期望。 大纲： 第一部分：模块1 描述：在本模块中，您将学习有效市场假说和各种市场异常现象。在后半部分，您将学习如何评估投资的表现。 第二部分：模块2 描述：在本模块中，您将学习如何进行风格分析和表现归因。您还将了解共同基金表现和时机测量的一些事实。模块的后半部分将教您如何计算预期收益和风险，最后将理解效用理论。 第三部分：模块3 描述：在本模块中，您将学习投资组合多样化的重要性，了解有效前沿及其绘制方法。您将研究包含多种风险资产和无风险资产的投资机会集合，学习如何在风险资产和无风险资产之间进行最佳配置。最后，您将获得有关市场投资组合和资本市场线的简要了解。 第四部分：模块4 描述：在本模块中，您将学习基于文本挖掘的交易策略基础知识，以及基准在评估投资组合表现中的重要性。您还将学习如何回测交易策略，最后明白交易中报告和合规的重要性。
Part: 1
Title:Module 1
Description:In this module you will learn about the efficient market hypothesis and various market anomalies. In the second half, you will learn how to evaluate the performance of investments.
Part: 2
Title:Module 2
Description:In this module you will learn how to perform style analysis and performance attribution. You will also learn some facts about the mutual fund performance and timing measurement. In the second half of the module you will learn how to calculate the expected returns and risk. The module ends with an understanding of the utility theory.
Part: 3
Title:Module 3
Description:In this module you will learn the importance of diversification in your portfolio. You will learn about the efficient frontier and how to draw it. Also, you will study the investment opportunity set with more than one risky asset and a risk free asset. Finally, you will see how to optimally allocate between a risky and a risk free asset. You will also get a brief idea about the market portfolio and capital market line.
Part: 4
Title:Module 4
Description:In this module you will learn the basics of trading strategies based on text mining and the importance of a benchmark to evaluate the performance of your portfolio. You will also see how to backtest your trading strategy. Finally, you will learn the importance of reporting and compliance in trading.
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.
