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所在平台: Coursera |
课程主页: https://www.coursera.org/learn/investment-portfolio-management-capstone
课程评论：没有评论
课程名称：顶点项目：构建成功的投资组合 课程概述：通过为期五周的实操投资体验，检验您的投资与组合管理知识： - 开发并管理您自己的模拟投资组合，撰写同伴评分的报告，涵盖组合策略、分析和表现。 - 在模拟环境中担任投资顾问，向案例研究客户提供各种投资主题的建议，根据客户面临的挑战和问题推荐组合策略及调整方案。 - 使用硅云科技公司（Silicon Cloud Technologies LLC）提供的高级网络分析工具，包括组合均值方差优化、历史和预测的有效前沿、法马-法国因子模型等进行深入分析。 您的顶点项目经历与管理现实投资组合直接相关，最终报告可与家人、朋友及潜在或现有雇主分享。 完成顶点项目后，您将整合四门课程的概念，包括： - 多资产类别分析 - 资产配置与风险管理 - 当前市场趋势 - 行为金融学 - 投资风格与策略 - 财务市场创新 - 投资表现评估 课程大纲： 1. **资产配置策略的开发**：研究、开发并实施一项针对100万美元模拟政策投资组合的资产配置策略，使用提供的ETF资产列表涵盖美国及全球股票、固定收益、房地产和商品。 2. **宏观视角/战术投资组合调整**：分析影响投资组合的宏观经济趋势，预测模拟资产类别的短期回报，并根据需要对政策投资组合进行战术调整。 3. **行为金融学**：为案例研究客户提供建议，针对其投资组合和行为中的行为金融偏见进行必要的调整，并反思自身的偏见。 4. **投资风格**：提供对投资风格的建议，熟悉法马-法国及卡哈特因子模型的应用。 5. **表现评估**：评估模拟投资组合的收益和风险，并计算和评估收益及替代风险衡量，对案例客户的投资组合选择提供建议。 6. **模拟投资组合评估（同伴评分）**：通过对模拟投资组合最终报告的同伴评分，给出和接受反馈，报告涵盖所有5个模块的活动内容。
Part: 1
Title:Developing Asset Allocation Strategies
Description:In Module 1, Capstone learners will research, develop and implement an asset allocation strategy for a $1 million simulated policy portfolio using a provided list of ETF assets covering US and global equities, fixed income, real estate, and commodities.
Part: 2
Title:Developing a Macro View / Tactical Portfolio Shifts
Description:In this module, we will analyze and develop a view on macroeconomic trends that impact investment portfolios, will forecast near-term returns on simulated portfolio asset classes, and will make any needed tactical shifts to the policy portfolios.
Part: 3
Title:Behavioral Finance
Description:This module, learners will advise case study clients on changes needed in their portfolios and investment behavior which demonstrate behavioral finance biases or puzzles and will also reflect on their own personal biases (either experienced or expected).
Part: 4
Title:Styles of Investing
Description:Learners will advise case study clients on styles of investing, becoming familiar with the use of Fama-French and Carhart factor model.
Part: 5
Title:Performance Evaluation
Description:Learners will evaluate returns and risk on their simulated portfolios and will calculate and evaluate returns and alternative measures of risk to advice case study clients on portfolio selection.
Part: 6
Title:Sim Portfolio Evaluation (Peer Graded)
Description:Learners will give and receive feedback through peer grading of the Sim Portfolio Final Report, which covers all 5 modules of the Sim Portfolio activities.
Put your investment and portfolio management knowledge to the test through five weeks of hands-on investment experiences: • Developing and managing your own simulated investment portfolio, resulting in a peer-graded report covering portfolio strategy, analysis, and performance • Advising case study clients on a variety of investment topics, essentially acting as an investment advisor in a simulated environment recommending strategies for and changes in portfolios based on challenges and issues faced by your clients • Using the sophisticated web-based analytical tools of Silicon Cloud Technologies LLC’s Portfolio Visualizer including portfolio mean variance optimization, historical and forecasted efficient frontiers, Fama-French factor models, and many more Your capstone experiences are directly applicable to managing real world investment portfolios and the final report can be shared with family, friends, and potential or current employers. By the end of the capstone project, you will have incorporated concepts from all four courses, including: • Analyzing multiple asset classes • Asset allocation and risk management • Current market trends • Behavioral finance • Investment styles and strategies • Financial market innovation • Investment performance evaluation
