Investment Strategies and Portfolio Analysis
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Course Summary
This course teaches investment strategies and portfolio analysis for individuals who want to make informed investment decisions. It covers topics such as risk management, factor-based investing, and asset allocation.Key Learning Points
- Learn to analyze the performance of investment portfolios
- Understand the risks associated with different types of investments
- Explore various investment strategies, including factor-based investing
Related Topics for further study
Learning Outcomes
- Understand the various investment strategies and how to apply them
- Analyze the performance of investment portfolios
- Assess the risks associated with different types of investments
Prerequisites or good to have knowledge before taking this course
- Basic knowledge of finance and investing
- Familiarity with Excel or other spreadsheet software
Course Difficulty Level
IntermediateCourse Format
- Online self-paced
- Video lectures
- Assignments and quizzes
Similar Courses
- Financial Markets
- Investment Management
Related Education Paths
Related Books
Description
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.
Outline
- Performance measurement and benchmarking
- Introduction and Welcome to class
- Brief review of measuring returns
- Measuring dollar-weighted vs. time-weighted returns
- Computing excess returns over a benchmark
- Compounding excess returns: Geometric mean excess return
- Basic measures of risk
- Measuring bad variation
- Tracking error and residual risk
- Summary
- Grading Policy
- How to use discussion forums
- Pre-Course Survey
- Lecture handouts: Comparing two portfolio returns
- Comparing two portfolio returns- Quiz Solutions
- Lecture handouts: Revisiting measures of risk
- Revisiting measures of risk- Quiz Solutions
- Comparing two portfolio returns
- Revisiting measures of risk
- Active vs. passive investing: Risk-adjusted return measures
- Introduction
- Sharpe ratio - Introduction to general notion
- Constructing the Sharpe ratio
- Sortino ratio
- Treynor’s measure
- Jensen’s alpha
- Appraisal ratio and information ratio
- Comparing the risk-adjusted measures
- Summary
- Accompanying spreadsheet for "Jensen's alpha"
- Accompanying spreadsheet for "Appraisal ratio and information ratio"
- “The Sharpe ratio”, by William F. Sharpe
- The Sharpe ratio and the information ratio
- Lecture handouts: Risk-adjusted return measures
- Instructions for practice quiz
- Solutions
- Active vs. passive investing: Risk-adjusted return measures - Quiz Solutions
- Risk-adjusted return measures
- Active vs. passive investing: Risk-adjusted return measures
- Performance evaluation: Style analysis and performance attribution
- Introduction
- Style analysis
- Style Analysis - Part II
- Style analysis: How does it work?
- Performance attribution
- Performance attribution: Numerical illustration
- Summary
- Lecture handouts: Style Analysis
- Style Analysis: Accompanying Excel spreadsheet
- Asset allocation: Management style and performance measurement
- Style Analysis - Quiz solutions
- Lecture handouts: Performance attribution
- Total Portfolio Performance Attribution Methodology
- Performance attribution - Quiz Solutions
- Performance evaluation: Style analysis and performance attribution- Quiz Solutions
- End-Of-Course Survey
- Style Analysis
- Performance attribution
- Performance evaluation: Style analysis and performance attribution
Summary of User Reviews
Investment Strategies and Portfolio Analysis is a highly recommended course for anyone looking to gain a deeper understanding of investment strategies and portfolio management. The course has received overwhelmingly positive reviews from users, with many praising the comprehensive and practical nature of the content.Key Aspect Users Liked About This Course
The course is praised for providing practical and applicable knowledge that can be immediately put into practice.Pros from User Reviews
- Comprehensive coverage of investment strategies and portfolio management
- Clear and engaging lectures from knowledgeable instructors
- Practical and applicable knowledge that can be immediately put into practice
- Interactive assignments and quizzes that reinforce learning
- Flexibility to learn at your own pace
Cons from User Reviews
- Some users found the course to be too basic for their level of experience
- Course materials are only available for a limited time after completion
- No interaction with instructors or other students outside of the course forums
- Some users found the course to be too theoretical without enough real-world examples
- The course may not be suitable for those looking for in-depth analysis or advanced investment strategies
Arzu Ozoguz
4.1 Raiting
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