About this Course

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Learner Career Outcomes

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Shareable Certificate
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Flexible deadlines
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Approx. 15 hours to complete
English

Learner Career Outcomes

50%

started a new career after completing these courses

50%

got a tangible career benefit from this course
Shareable Certificate
Earn a Certificate upon completion
100% online
Start instantly and learn at your own schedule.
Flexible deadlines
Reset deadlines in accordance to your schedule.
Approx. 15 hours to complete
English

Offered by

Placeholder

Rice University

Syllabus - What you will learn from this course

Week
1

Week 1

4 hours to complete

Performance measurement and benchmarking

4 hours to complete
9 videos (Total 66 min), 7 readings, 3 quizzes
9 videos
Brief review of measuring returns12m
Measuring dollar-weighted vs. time-weighted returns5m
Computing excess returns over a benchmark11m
Compounding excess returns: Geometric mean excess return8m
Basic measures of risk8m
Measuring bad variation7m
Tracking error and residual risk6m
Summary1m
7 readings
Grading Policy10m
How to use discussion forums10m
Pre-Course Survey10m
Lecture handouts: Comparing two portfolio returns10m
Comparing two portfolio returns- Quiz Solutions10m
Lecture handouts: Revisiting measures of risk10m
Revisiting measures of risk- Quiz Solutions10m
2 practice exercises
Comparing two portfolio returns30m
Revisiting measures of risk30m
Week
2

Week 2

5 hours to complete

Active vs. passive investing: Risk-adjusted return measures

5 hours to complete
9 videos (Total 47 min), 8 readings, 2 quizzes
9 videos
Sharpe ratio - Introduction to general notion4m
Constructing the Sharpe ratio6m
Sortino ratio3m
Treynor’s measure2m
Jensen’s alpha13m
Appraisal ratio and information ratio5m
Comparing the risk-adjusted measures6m
Summary1m
8 readings
Accompanying spreadsheet for "Jensen's alpha"10m
Accompanying spreadsheet for "Appraisal ratio and information ratio"10m
“The Sharpe ratio”, by William F. Sharpe10m
The Sharpe ratio and the information ratio10m
Lecture handouts: Risk-adjusted return measures10m
Instructions for practice quiz10m
Solutions10m
Active vs. passive investing: Risk-adjusted return measures - Quiz Solutions10m
2 practice exercises
Risk-adjusted return measures1h
Active vs. passive investing: Risk-adjusted return measures1h 30m
Week
3

Week 3

6 hours to complete

Performance evaluation: Style analysis and performance attribution

6 hours to complete
7 videos (Total 40 min), 9 readings, 3 quizzes
7 videos
Style analysis7m
Style Analysis - Part II4m
Style analysis: How does it work?7m
Performance attribution7m
Performance attribution: Numerical illustration7m
Summary2m
9 readings
Lecture handouts: Style Analysis10m
Style Analysis: Accompanying Excel spreadsheet10m
Asset allocation: Management style and performance measurement10m
Style Analysis - Quiz solutions10m
Lecture handouts: Performance attribution10m
Total Portfolio Performance Attribution Methodology10m
Performance attribution - Quiz Solutions10m
Performance evaluation: Style analysis and performance attribution- Quiz Solutions10m
End-Of-Course Survey10m
3 practice exercises
Style Analysis1h
Performance attribution1h
Performance evaluation: Style analysis and performance attribution1h 30m

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About the Investment and Portfolio Management Specialization

Investment and Portfolio Management

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