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Rice University

Portfolio Selection and Risk Management

When an investor is faced with a portfolio choice problem, the number of possible assets and the various combinations and proportions in which each can be held can seem overwhelming. In this course, you’ll learn the basic principles underlying optimal portfolio construction, diversification, and risk management. You’ll start by acquiring the tools to characterize an investor’s risk and return trade-off. You will next analyze how a portfolio choice problem can be structured and learn how to solve for and implement the optimal portfolio solution. Finally, you will learn about the main pricing models for equilibrium asset prices. Learners will: • Develop risk and return measures for portfolio of assets • Understand the main insights from modern portfolio theory based on diversification • Describe and identify efficient portfolios that manage risk effectively • Solve for portfolio with the best risk-return trade-offs • Understand how risk preference drive optimal asset allocation decisions • Describe and use equilibrium asset pricing models.

状态:Correlation Analysis
状态:Decision Making
课程小时

精选评论

RZ

5.0评论日期:Mar 20, 2022

Coursse was excelent, Excersices very helpul. I would apreciate more of them.

AF

5.0评论日期:Nov 10, 2018

This is the most informative in depth short course i ever across. Learned a lot!

SA

5.0评论日期:Apr 7, 2021

It's an excellent course, but in my opinion this kind of courses need more examples to be more comprehensive and friendly to the people en general.

FR

5.0评论日期:Jul 19, 2020

Dr. O really makes the idea of modern portfolio management clear! The practical assignments on Excel will really clear any confusion about the topics.

AG

5.0评论日期:Jun 25, 2017

The course is great. It was very tough but a nice experience for me.

XX

5.0评论日期:Jun 15, 2020

Professor is great and professional. But the contents in week 2 are too many, I think it could be better they are divided into two-week studying.

HK

4.0评论日期:Jun 18, 2020

I think Excel should be used to teach so that more clarification should be there with tools

AH

5.0评论日期:Dec 16, 2016

I really enjoyed this course. Sometimes it required a lot of discipline to analyse investigate, but at the end I've learn a lot.

AL

5.0评论日期:Apr 1, 2021

Very strong concepts on how to diversify risk and how to find the optimal portfolio

A

5.0评论日期:May 8, 2019

An excellent course for understanding the portfolio theory

JC

5.0评论日期:Mar 2, 2020

I love how Dr O teach by telling a story. Her Teaching technique is different from the college boring classes that I have been.I wish she offer more courses.

TW

5.0评论日期:Oct 29, 2022

E​asily understandable, well explained. Missing recommended literature - this would help a lot. Some info can be found in CAPITAL MARKETS by F.J. Fabozzi

所有审阅

显示:20/114

Dallas Browning
1.0
评论日期:May 27, 2018
karthik sunkara
5.0
评论日期:Oct 18, 2018
Hưng Vũ Việt
5.0
评论日期:Apr 28, 2021
John Patrick Cagadas
5.0
评论日期:Mar 2, 2020
Fahim Al Raihan
5.0
评论日期:Jul 20, 2020
Xiaotong Xuan
5.0
评论日期:Jun 15, 2020
Nazih Fattal
5.0
评论日期:Jan 22, 2019
Deleted Account
2.0
评论日期:Nov 22, 2016
Frank Lukas Huth
2.0
评论日期:Sep 23, 2020
Iris Zeng
2.0
评论日期:Aug 2, 2018
B. Yang
1.0
评论日期:Jun 16, 2020
Mohamed Nabil Harzallah
5.0
评论日期:Oct 13, 2019
Hmei Deng
5.0
评论日期:Jul 11, 2020
Anurag Singh
5.0
评论日期:Jun 20, 2020
Joswa Agape
5.0
评论日期:Apr 15, 2017
Michael Bird
5.0
评论日期:Aug 23, 2017
Axel Hauschulte
5.0
评论日期:Feb 20, 2017
Dr Khalil Nabil Abi Nader
5.0
评论日期:Jun 19, 2020
Thrishini Naidoo
5.0
评论日期:Aug 7, 2017
MUHAMMED JUNAID K
5.0
评论日期:Feb 2, 2021