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所在平台: Coursera |
课程主页: https://www.coursera.org/learn/investment-strategies-portfolio-analysis
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课程名称：投资策略与投资组合分析 概述：在本课程中，您将学习最新的投资策略和绩效评估。课程开始时，您将了解投资组合绩效测量，并讨论投资组合绩效评估的最佳实践。您将探索不同的评估技术，如风格分析和归因分析，并将其应用于评估不同的投资策略。课程特别强调近期金融市场创新和当前投资趋势。 学习目标： - 描述绩效测量标准 - 评估投资组合绩效 - 描述并对比不同的投资策略 - 提出投资策略解决方案 课程大纲： 1. **绩效测量与基准测试** - 描述：本模块关注绩效测量的核心问题：如何评估在特定时间段内您的财富增长及所涉及的风险。您将学习如何计算不同的收益和风险指标，以及如何利用这些指标评估投资组合相对于基准的绩效。 2. **主动投资与被动投资：风险调整收益测量** - 描述：本模块重点构建风险回报比，以便在投资吸引力方面进行比较。您将学习多种计算主动管理基金的风险调整收益的方法，并理解这些测量之间的差异。 3. **绩效评估：风格分析与绩效归因** - 描述：在本模块中，您将学习使用两种广泛应用于实践的分析工具，以评估投资组合绩效的归因。首先，您将了解风格分析；接着，您将学习归因分析，它已成为投资经理和机构客户内部评估系统中的关键组成部分。课程将着重于实际应用。 完成本课程后，学习者将具备对投资组合绩效评估的深刻理解，并能够提出有效的投资策略。
Name:Performance measurement and benchmarking
Description: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.
Name:Active vs. passive investing: Risk-adjusted return measures
Description: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.
Name:Performance evaluation: Style analysis and performance attribution
Description: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. You will first learn about style analysis. Then, you will learn about attribution analysis, which has become a crucial component in internal evaluation system of investment managers and institutional clients in the industry. Focus will be placed on the practical applications.
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. After this course, learners will be able to: • Describe performance measurement measures • Evaluate portfolio performance • Describe and contrast different investment strategies • Propose investment strategy solutions
