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 tilting analysis in order to determine the optimal weight to be placed on each strategy. After this you will learn to develop techniques for minimizing overall portfolio risk. You will also get a basic overview of the regulatory framework that is applicable to hedge funds. You will know about different types of investors and the expectations of each type of investors.
This course is part of the Trading Strategies in Emerging Markets Specialization
Creating a Portfolio
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Syllabus - What you will learn from this course
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 2
In this module you will lean 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 3
In 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 4
In 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.
50%
Top reviews from Creating a Portfolio
Transcript of the video - Mutual Fund Performance is incorrect.\n\nTicket Number raised is 1433666
Superbly explained many concepts which was not taught in my B School. Thank u Sir!!
Instructors
Ramabhadran Thirumalai
Assistant Professor
Prasanna Tantri
Senior Associate DirectorAbout Indian School of Business
About the Trading Strategies in Emerging Markets Specialization
Frequently Asked Questions
When will I have access to the lectures and assignments?
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What will I get if I subscribe to this Specialization?
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