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所在平台: Udemy |
课程主页: https://www.udemy.com/course/portfolio-management/
课程评论：没有评论
课程名称：投资组合管理 课程概述：本课程涵盖投资组合管理的基础知识，包括常见的股票收益模型、投资组合构建方法与优化模型，以及一般的资本市场。课程旨在使学生掌握形成基本投资组合的知识，理解股票收益和超额收益（alpha）的驱动因素。课程中包含许多实际案例，其中一些使用了Microsoft Excel进行分析。重点概念包括：股票收益模型与超额收益（如单一指数模型、法玛-法兰奇三因子模型、资本资产定价模型CAPM），以及投资组合构建方法（如最小方差、均值方差、马科维茨模型）和交易时需要关注的其他因素。
This course covers the basics of portfolio management. It covers common stock return models , portfolio construction methods and optimization models, and capital markets more generally. The aim of the course is to equip students with the knowledge necessary to form a basic portfolio and to understand the drivers of stock returns and of alpha. In many places, the course includes practical examples, including in Microsoft Excel. Key concepts covered include: Stock return models and alpha (i.e., single index model, fama french three factor model, CAPM).Portfolio construction methods (i.e., minimum variance, mean variance, markowitz)Additional things to look for when trading.
