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所在平台: Coursera |
课程主页: https://www.coursera.org/learn/wharton-business-financial-modeling-capstone
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课程名称：沃顿商学院商业与金融建模顶点项目 概述：在此次顶点项目中，您将基于自己构建的数据模型推荐商业战略。使用由沃顿研究数据服务（WRDS）设计的数据集，您将运用量化模型在电子表格中识别最佳成功机会并最小化风险。凭借新获得的决策技能，您将构建一个决策并在专业水准的PowerPoint演示中呈现这一行动方案，包括来自量化模型的数据及数据分析。 沃顿研究数据服务（WRDS）是全球领先的数据研究平台和商业智能工具，服务于来自33个国家的超过30,000个企业、学术、政府和非营利客户。WRDS为用户提供一个集中访问跨多个学科的超过200TB数据的地点，涵盖会计、银行、经济学、环境、社会与公司治理（ESG）、金融、保险、市场营销和统计等领域。 课程大纲： 第一部分：入门 描述：欢迎！本模块旨在为您提供商业与金融建模顶点项目的概述，您将利用历史财务数据来计算个别回报和这些回报的汇总统计数据。项目包含多个步骤，并以您为投资组合分配提供推荐的方式进行总结。您可以将最终演示作为工作样本，用以提升您当前的职业或寻找新机会。完成“项目范围测试”后，您将理解成功完成最终项目所需的步骤。 第二部分：步骤1和2：雅虎财经 描述：在此模块中，您将利用历史数据集计算表现数据并提供汇总统计。这些计算将允许您练习使用电子表格进行财务计算，奠定项目下一步的基础。您将计算一组证券的每日回报，并利用电子表格技能计算汇总统计，并通过样本回报测试您的知识。您将可以回顾相关课程以巩固所学内容。本周的工作将为最终项目创建投资组合提供股票表现比较的基础。 第三部分：步骤3：在有效前沿上创建最佳风险投资组合 描述：在此模块中，您将超越简单回报的计算，处理更高级的任务——找到所选证券投资组合的最小方差与“最佳风险投资组合”权重。您将遵循项目提示的步骤3，计算出两个证券的投资组合权重，从而得出具有最小方差的投资组合；接着，您将为同样的两个证券和全部10只股票计算出“最佳风险投资组合”。本周的工作将帮您练习创建最佳风险投资组合，这是最终项目的关键组成部分。 第四部分：步骤4：使用CAPM表的可选练习 描述：资本资产定价模型（CAPM）是投资者用来权衡潜在投资风险与回报的另一工具。在本模块中，您将使用CAPM进一步增强您的金融建模技能，包括回归概念的应用。模块中包括短小的测试以评估您对CAPM模型概念的理解。本周的工作可能对您最终项目中的混合资产投资组合构建有所帮助，但并非完成该项目的必要条件。 第五部分：步骤5：创建您的资产配置与最终演示 描述：在最后一个模块中，您将超越单一股票投资组合，采用更多样化的资产，并准备一个简短的演示总结您的发现。您将有500万美元投资在先锋总债券市场指数基金（代码：VBTLX）和先锋500指数（代码：VFIAX）投资工具中。本模块包含两个评估：首先，您需要完成关于最佳风险投资组合特征的短测试；然后，在同伴评审部分中，您需要准备一个简短的演示，探讨您的混合资产类基金投资组合与单一证券（AAPL）的比较，并讨论投资组合多样化的重要性。
Part: 1
Title:Getting Started
Description:Welcome! This opening module was designed to give you an overview of the Business and Financial Modeling Capstone, in which you will be working with historical financial data to calculate individual returns and summary statistics on those returns. The project has multiple steps, which are outlined below in the "Project Prompt", and culminates in a recommendation for portfolio allocation that you will prepare a presentation on. You will draw on elements from all courses to complete this project, and you can use your final presentation as a work sample to improve your current job or even find a new one. Before moving on, complete the "Project Scope Quiz." The work you do this week enables you to understand the steps needed to successfully complete your final project.
Part: 2
Title:Steps 1 and 2: Yahoo Finance
Description:In this module, which correlates to Steps 1 and 2 in the Project Prompt, you'll be working with a historical data set to calculate performance data and to provide summary statistics on that data. These calculations will allow you to practice using Spreadsheets for financial calculations, and provides the foundational skills and numbers for the next steps of the project. First, you'll use the set to calculate daily returns on a set of securities. You'll then use your Spreadsheet skills to calculate summary statistics. You'll be given the opportunity to test your knowledge with a sample return to see if your calculations are correct. And you may want to refresh your recollection of the content from the Specialization with the lectures included here. The work you complete this week allows you to form the basis for comparing stock performance, which you will use in creating the investment portfolio for your final project as well as the comparison to the performance of a single stock.
Part: 3
Title:Step 3: Creating an optimal risky portfolio on the efficient frontier
Description:In this module, you'll go beyond calculating simple returns to tackle the more advanced task of finding the minimum variance and "optimal risk portfolio" weights for a portfolio of selected securities (note, the "optimal risky portfolio" is also known as an "optimal portfolio" or "tangent portfolio"). You'll follow the tasks in Step 3 in the Project Prompt and use the resources below to calculate the portfolio weights for two securities that results in the portfolio with the minimum variance; then, you'll calculate the "optimal risky portfolio" on the efficient frontier for these same two securities, then for all 10 stocks in the pool. You'll be quizzed on your calculations and other insights that emerge from this exercise. The work you complete this week gives you practice in creating an optimal risky portfolio, which is a key component of your final project. Note: There are a number of resources available on the internet providing step-by-step instructions on how to use Excel to create an "optimal risky portfolio" on the efficient frontier given a certain set of available assets. We encourage you to attempt to use the skills you gained during the Specialization to work through these steps independently; you are, however, permitted to utilize third-party resources if you find it necessary. We've included some lectures from the underlying Specialization courses concerning Solver, optimization, and other relevant topics.
Part: 4
Title:Step 4: Optional exercise using CAPM tables
Description:The Capital Asset Pricing Model, or CAPM, is another tool used by investors to weigh the risks and rewards of potential investments. In this optional module covering Step 4 in the Project Prompt, you can use CAPM as a vehicle to further strengthen your financial modeling skills, including using regression concepts. You may revisit the Specialization lectures below touching on regression. To test whether you've grasped the concepts in the CAPM model, this module includes a short quiz. This assessment is formative, meaning your score will not count towards your final grade. The work you do this week may inform how you build the mixed asset portfolio of your final project, but it is not necessary to complete the final project.
Part: 5
Title:Step 5: Creating Your Asset Allocation & Final Presentation
Description:In this final module you are asked to move beyond a stock-only portfolio to one utilizing more diversified assets and to prepare a short presentation summarizing your findings. As explained in Step 5 of the Project Prompt, you have $5 million to invest in the Vanguard Total Bond Market Index Fund (ticker: VBTLX) and Vanguard 500 Index (ticker: VFIAX) investment vehicles. There are two assessments in this module. First, you'll complete a short quiz on the characteristics of your optimal risky portfolio. Then, in the peer review component of this Capstone, you are tasked with preparing a short presentation that (i) explores how your portfolio of mixed asset class of funds compares to a single security (AAPL) and (ii) uses that comparison to discuss the importance of portfolio diversification.
In this Capstone you will recommend a business strategy based on a data model you’ve constructed. Using a data set designed by Wharton Research Data Services (WRDS), you will implement quantitative models in spreadsheets to identify the best opportunities for success and minimizing risk. Using your newly acquired decision-making skills, you will structure a decision and present this course of action in a professional quality PowerPoint presentation which includes both data and data analysis from your quantitative models. Wharton Research Data Services (WRDS) is the leading data research platform and business intelligence tool for over 30,000 corporate, academic, government and nonprofit clients in 33 countries. WRDS provides the user with one location to access over 200 terabytes of data across multiple disciplines including Accounting, Banking, Economics, ESG, Finance, Insurance, Marketing, and Statistics.
