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所在平台: Udemy |
课程主页: https://www.udemy.com/course/cfa-level-2-portfolio-management/
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课程名称：CFA Level 2 - 投资组合管理 课程概述：本课程旨在帮助学员以100%的信心为CFA Level 2考试做准备，特别是投资组合管理部分。课程详细覆盖投资组合管理的教学大纲，让学员在考试时能够全面理解该部分内容。学完后，学员可以通过大量练习题（来自学习生态系统和章节末尾的问题）来加深对阅读材料的掌握，通过此课程，学员无需再从教科书或其他资料学习。考试权重为10% - 15%。 课程目标： 完成本课程后，学生应能够： - 解释ETF的创建和赎回过程，以及ETF在二级市场上的交易方式、持有成本、风险类型及投资组合中的应用。 - 描述套利定价理论（APT）、宏观经济因子模型、基本因子模型、统计因子模型、主动风险/跟踪风险，并解读信息比率。 - 解释在投资组合风险测量中使用的风险价值（VaR）；比较参数法、历史模拟和蒙特卡罗VaR；描述VaR的扩展、敏感性风险度量和情景风险度量。 - 说明无违约利率变化如何影响市场价值，包括未来现金流的时机与规模、风险溢价。 - 阐述主动投资组合管理的基本法则及其组成部分（转移系数、信息系数、广度和主动风险）。 - 解释交易成本的组成部分（显性和隐性）；描述实施失误方法、市场碎片化、电子交易者类型、低延迟交易者及相关风险；以及滥用交易行为。 课程内容涵盖： - 交易所交易基金（ETF）：机制与应用 - 多因子模型的使用 - 市场风险的测量与管理 - 经济学与投资市场 - 主动投资组合管理分析 - 交易成本与电子市场 购买此课程后，您将获得： - 资深CFA讲师对大纲的详细讲解。 - 来自讲师的课程相关问题支持。 - 自信满满地在考试中掌握该主题的能力！
Prepare for the CFA Level 2 exam with 100% confidence! The course covers the Portfolio Management syllabus in detail so you will have a complete understanding when tackling this section in the exam. After you grasp the concepts, try out a lot of questions (from the Learning Ecosystem and End of Chapter questions) to increase your mastery of the readings.AFTER GOING THROUGH THIS COURSE, YOU DO NOT HAVE TO STUDY FROM THE TEXTBOOK ANYMORE (OR ANY OTHER SOURCE)!Exam Weight: 10% - 15%This course will prepare you to ace the Portfolio Management topic area in the CFA Level 2 syllabus. Don't fall behind the bell curve while others are going all in their studies.At the end of this course, students should be able to:explain the creation and redemption process of ETFs, how ETFs are traded on secondary markets, costs of owning ETFs, types of ETF risk and the portfolio uses of ETFsdescribe Arbitrage Pricing Theory (APT), macroeconomic factor models, fundamental factor models, statistical factor models, active risk/tracking risk, interpret information ratioexplain the use of Value at Risk (VaR) in portfolio risk measurement; compare parametric, historical simulation, and Monte Carlo VaR; describe extensions of VaR, sensitivity risk measures, scenario risk measuresexplain how market values are affected by changes in default-free interest rates across maturities, timing and/or magnitude of expected future cash flows, and risk premiumsstate and interpret fundamental law of active portfolio management and its components (transfer coefficient, information coefficient, breadth, and active risk)explain the components of execution costs (explicit and implicit); describe the implementation shortfall approach; market fragmentation; types of electronic traders; low-latency traders; risks associated with electronic trading; abusive trading practicesWhat We Cover in this Course:Exchange-Traded Funds: Mechanics and ApplicationsUsing Multifactor ModelsMeasuring and Managing Market RiskEconomics and Investment MarketsAnalysis of Active Portfolio ManagementTrading Costs and Electronic MarketsWhat you will get by buying this course is:detailed coverage of the syllabus, taught by our seasoned instructors of the CFA Program.support in the Q & A forum (course-related questions) from our instructors.the confidence to nail this topic in the exam!
