University of Geneva

Portfolio and Risk Management

This course is part of Investment Management Specialization

Taught in English

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University of Geneva- Tony Berrada
University of Geneva- Ines Chaieb
University of Geneva- Jonas Demaurex

Instructors: University of Geneva- Tony Berrada

70,019 already enrolled

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Course

Gain insight into a topic and learn the fundamentals

4.7

(2,363 reviews)

|

89%

7 hours (approximately)
Flexible schedule
Learn at your own pace

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Assessments

4 quizzes

Course

Gain insight into a topic and learn the fundamentals

4.7

(2,363 reviews)

|

89%

7 hours (approximately)
Flexible schedule
Learn at your own pace

See how employees at top companies are mastering in-demand skills

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This course is part of the Investment Management Specialization
When you enroll in this course, you'll also be enrolled in this Specialization.
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There are 4 modules in this course

In this introductory week, you will first be presented with a few mistakes you will no longer make after following this course. In order to avoid making these mistakes, you will start by gaining a foundation and understanding of the three main types of information we need in order to build optimal portfolios: expected returns, risk and dependence.

What's included

6 videos2 readings1 quiz1 discussion prompt

The focus of this second week is on Modern Portfolio Theory. By understanding how imperfect correlations between asset returns can lead to superior risk-adjusted portfolio returns, we will soon be looking for ways to maximize the effect of diversification, which is at the heart of Modern Portfolio Theory. But we won’t stop there: we will also explore the implications of Modern Portfolio Theory on real-world investment decisions and whether or not these implications are followed by investors. Finally, we will see how Modern Portfolio Theory can be built upon to derive the most popular asset pricing model: the Capital Asset Pricing Model.

What's included

14 videos1 quiz1 discussion prompt

This third week is dedicated to asset allocation. After a short introduction to investor profiling, we will delve into Strategic Asset Allocation (SAA). You will see how it relates to Modern Portfolio Theory and how it differs from Tactical Asset Allocation (TAA). We will look at how both asset allocations can be implemented separately but also in conjunction in order to build portfolios that fulfill investors’ needs and constraints while taking advantage of market opportunities.

What's included

14 videos1 reading1 quiz1 discussion prompt

This fourth and final week is dedicated to risk. We will start by looking in more depth at different sources of risk such as illiquidity and currency risk but also at the different tools available to investors to perform risk management. But how should we measure risk? We will see that it may be valuable to go a step beyond standard deviation, the risk measure we used so far, and look at the Value-at-Risk and Expected Shortfall which focus on potential large losses. Finally, we will use the financial instruments at our disposal to hedge market and currency risk.

What's included

14 videos1 quiz1 discussion prompt

Instructors

Instructor ratings
4.6 (273 ratings)
University of Geneva- Tony Berrada
University of Geneva
4 Courses208,597 learners

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4.7

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Reviewed on Sep 10, 2016

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