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所在平台: Coursera |
课程主页: https://www.coursera.org/learn/portfolio-management
课程评论：没有评论
课程名称：投资组合与风险管理 概述：本课程介绍了风险与预期回报的基本概念。学员将学习构建金融投资组合的基本概念和技术，了解投资过程，并深入分析经济、行业和公司的因素。此外，还将解析主要的投资组合管理和风险管理概念，并探索现代投资组合理论的基本理念。在课程的后半部分，我们将探讨投资绩效的评估框架及相关的各种绩效衡量标准，最终学习如何评估股票、债券和对冲基金的表现。完成本课程后，学员将能够理解构建投资组合的各个细节。 课程大纲： 第一部分：投资基础 描述：本模块讨论投资过程的基础知识和货币的时间价值。将货币时间价值的概念扩展到现金流资产的评估，并为年金和永续现金流的估值开发简便的方法。随后介绍风险和回报的概念，并以效用理论作为模块的结束。 第二部分：风险与回报的概念 描述：本模块介绍投资组合的数学及分散投资的概念。学员将学习如何使用有风险资产和无风险资产构建投资机会集。同时介绍市场投资组合和资本市场线的概念。 第三部分：理解投资 描述：本模块介绍资本资产定价模型（CAPM）及贝塔（Beta）概念。学员将学习如何计算证券的贝塔值，并了解套利定价理论。 第四部分：证券分析 描述：本模块的主要焦点是投资组合绩效评估，学员将学习股权估值的方法。 第五部分：最终评估 描述：本模块用于测试学员对以上所学内容的理解。 通过本课程，学员将获得关于投资组合和风险管理的全面知识。
Part: 1
Title: Basics of Investments
Description: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.
Part: 2
Title: Concept of risk and return
Description: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.
Part: 3
Title: Understanding investments
Description: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.
Part: 4
Title: Security analysis
Description:The main focus of this module is portfolio performance evaluation. You will learn equity valuation.
Part: 5
Title: Final Assessment
Description:This module tests the understanding of the student in the topics covered so far.
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.
