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.
Investment Strategies and Portfolio Analysis
Investment Strategies and Portfolio Analysis
This course is part of Investment and Portfolio Management Specialization
Instructor: Arzu Ozoguz
Sponsored by Rice University
33,780 already enrolled
Gain insight into a topic and learn the fundamentals.
4.2
(271 reviews)
14 hours to complete
3 weeks at 4 hours a week
Flexible schedule
Learn at your own pace
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Assessments
7 assignments
Taught in English
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This course is part of the Investment and Portfolio Management Specialization
When you enroll in this course, you'll also be enrolled in this Specialization.
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There are 3 modules in this course
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.
What's included
9 videos7 readings2 assignments1 peer review1 discussion prompt
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.
What's included
9 videos8 readings2 assignments
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.
What's included
7 videos9 readings3 assignments
Instructor
Instructor ratings
4.2 (27 ratings)Offered by
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