Go to Course: https://www.coursera.org/learn/investment-portfolio
Module 1
In this module you will learn about the efficient market hypothesis and various market anomalies. In the second half, you will learn how to evaluate the performance of investments.
Module 2In this module you will learn how to perform style analysis and performance attribution. You will also learn some facts about the mutual fund performance and timing measurement. In the second half of the module you will learn how to calculate the expected returns and risk. The module ends with an understanding of the utility theory.
Module 3In this module you will learn the importance of diversification in your portfolio. You will learn about the efficient frontier and how to draw it. Also, you will study the investment opportunity set with more than one risky asset and a risk free asset. Finally, you will see how to optimally allocate between a risky and a risk free asset. You will also get a brief idea about the market portfolio and capital market line.
Module 4In this module you will learn the basics of trading strategies based on text mining and the importance of a benchmark to evaluate the performance of your portfolio. You will also see how to backtest your trading strategy. Finally, you will learn the importance of reporting and compliance in trading.
This course integrates all the learning from the first three courses and guides the learner about ways of building a portfolio of strategies and integrating the same into a hedge fund. In the first part of the course, you will be taught ways of measuring the contribution of a strategy to a portfolio in terms of risk and return. You will be able to appreciate the consequences of including a strategy to a new as well an existing portfolio. Next, you are taught various ways of conducting the tilt
Transcript of the video - Mutual Fund Performance is incorrect. Ticket Number raised is 1433666
Looking forward to see exciting course of Text mining.
I liked the course, but I feel the more complex formulas presented in week 2 and week 3 could have had more practical examples.
Superbly explained many concepts which was not taught in my B School. Thank u Sir!!
It was indeed a nice course to go through. This course provides in-depth knowledge of creating portfolio, benchmarking and risk return profile of the investment world.