Return

 

 


 

Customize your search:

E.g., 2016-12-11
E.g., 2016-12-11
E.g., 2016-12-11
Dec 14th 2016

In this course, we will discuss fundamental principles of trading off risk and return, portfolio optimization, and security pricing. We will study and use risk-return models such as the Capital Asset Pricing Model (CAPM) and multi-factor models to evaluate the performance of various securities and portfolios. Specifically, we will learn how to interpret and estimate regressions that provide us with both a benchmark to use for a security given its risk (determined by its beta), as well as a risk-adjusted measure of the security’s performance (measured by its alpha).

Average: 5.5 (2 votes)
Dec 12th 2016

In this course, you will gain an understanding of the theory underlying optimal portfolio construction, the different ways portfolios are actually built in practice and how to measure and manage the risk of such portfolios.

Average: 8.4 (5 votes)
Dec 5th 2016

This second course in the specialization will last six weeks and will focus on the second main building block of financial analysis and valuation: risk. The notion of risk and statistics are intimately related and we will spend a fair amount of time on the development of some statistical concepts and tools, namely distribution theory and regression analysis. This time will be well spent because these concepts and tools are also commonly used in many applications in the real world. The foundational idea of diversification will then be used to develop a framework for evaluating risk and establishing a relationship between risk and return. Apart from developing a keen appreciation of risk for making thoughtful decisions in an institutional context, this course will contain a lot of material and examples that will enable the learner to make smart personal investing decisions.

No votes yet
Apr 26th 2016

Learn about equity markets and security valuation. When you complete this course, you will become familiar with the general structure of primary and secondary equity markets from a domestic and international perspective. Beginning with introductory finance notions of risk and return, we examine qualitative concepts such as market efficiency and valuation.

Average: 2 (1 vote)