About this Course

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Learner Career Outcomes

38%

started a new career after completing these courses

37%

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. 8 hours to complete
English

Skills you will gain

Portfolio TheoriesRisk ManagementValue At Risk (VAR)Portfolio Optimization

Learner Career Outcomes

38%

started a new career after completing these courses

37%

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. 8 hours to complete
English

Offered by

Placeholder

University of Geneva

Syllabus - What you will learn from this course

Content RatingThumbs Up89%(5,201 ratings)Info
Week
1

Week 1

1 hour to complete

General Introduction and Key Concepts

1 hour to complete
6 videos (Total 39 min), 2 readings, 1 quiz
6 videos
Some common mistakes you will no longer make after this course – Portfolio risk6m
Some common mistakes you will no longer make after this course – Free lunch9m
Distribution of returns - Graphical representation8m
Distribution of returns - Numbers5m
The risk-return trade-off - UBS guest speaker5m
2 readings
Course syllabus5m
Glossary10m
1 practice exercise
Graded quiz on the content of Week 110m
Week
2

Week 2

2 hours to complete

Modern Portfolio Theory and Beyond

2 hours to complete
14 videos (Total 89 min)
14 videos
The impact of correlation - Maximizing diversification6m
Reaching the efficient frontier - UBS guest speaker4m
The efficient frontier with a risk-free asset4m
Expanding the asset universe - International diversification5m
Expanding the asset universe - Country versus industry diversification4m
Do investors diversify internationally? - UBS guest speaker3m
The impact of constraints on optimal portfolios8m
The pitfalls of Modern Portfolio Theory - Assumptions8m
The pitfalls of Modern Portfolio Theory - Investors9m
Two-fund separation - Individual decision4m
Two-fund separation - Market level7m
Capital market equilibrium - The Capital Market Line5m
Capital market equilibrium - The Capital Asset Pricing Model9m
1 practice exercise
Graded quiz on the content of Week 215m
Week
3

Week 3

2 hours to complete

Asset Allocation

2 hours to complete
14 videos (Total 96 min), 1 reading, 1 quiz
14 videos
How our age and wealth affect our investment profile - Robo-advisors8m
The path from an investor's profile to his/her optimal investment strategy - UBS guest speaker2m
Strategic asset allocation: MPT in practice - Definitions6m
Strategic asset allocation: MPT in practice - Implementation8m
Asset allocation versus stock picking: what matters more? - UBS guest speaker4m
Rebalancing a portfolio to maintain the SAA - SAA versus TAA6m
Rebalancing a portfolio to maintain the SAA - Weights and bounds9m
Key drivers of tactical asset allocation - Goals8m
Key drivers of tactical asset allocation - Implementation4m
Timing the market with tactical asset allocation - Shiller's CAPE7m
Timing the market with tactical asset allocation - Macroeconomic tools10m
How tactical asset allocation depends on macroeconomic fundamentals - UBS guest speaker6m
How to combine strategic and tactical asset allocations - UBS guest speaker4m
1 reading
The importance of asset allocation20m
1 practice exercise
Graded quiz on the content of Week 315m
Week
4

Week 4

2 hours to complete

Risk Management

2 hours to complete
14 videos (Total 95 min)
14 videos
Defining forwards and options - Options11m
Risk as volatility?4m
What about illiquidity? - UBS guest speaker2m
Currency risk - Return7m
Currency risk - Risk6m
Defining the Value-at-Risk4m
Computing the Value-at-Risk5m
Defining the Expected Shortfall6m
Computing the Expected Shortfall3m
Risk management applied to portfolio allocation6m
Banking regulation & Basel recommendations: How did we get there?7m
Hedging against market falls (using options)8m
Hedging against currency risk (using forwards)9m
1 practice exercise
Graded quiz on the content of Week 415m

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About the Investment Management Specialization

Investment Management

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