When an investor is faced with a portfolio choice problem, the number of possible assets and the various combinations and proportions in which each can be held can seem overwhelming. In this course, you’ll learn the basic principles underlying optimal portfolio construction, diversification, and risk management. You’ll start by acquiring the tools to characterize an investor’s risk and return trade-off. You will next analyze how a portfolio choice problem can be structured and learn how to solve for and implement the optimal portfolio solution. Finally, you will learn about the main pricing models for equilibrium asset prices.
This course is part of the Investment and Portfolio Management Specialization
About this Course
Skills you will gain
- Risk Management
- Portfolio Construction
- Risk Analysis
- Portfolio Optimization
Syllabus - What you will learn from this course
Module 1- Introduction & Risk and Return
Module 2: Portfolio construction and diversification
Module 3: Mean-variance preferences
Module 4: Optimal capital allocation and portfolio choice
- 5 stars73.27%
- 4 stars20.53%
- 3 stars3%
- 2 stars1.59%
- 1 star1.59%
TOP REVIEWS FROM PORTFOLIO SELECTION AND RISK MANAGEMENT
This was a tough course and I actually moved to another schedule. I think a sixth week on using excel to solve problems would have been worthwhile.
One of the finest courses on Coursera. Gives a deep and invaluable insight into Investment and Portfolio Management theories and practices. A must do!
Easily understandable, well explained. Missing recommended literature - this would help a lot. Some info can be found in CAPITAL MARKETS by F.J. Fabozzi
Very informative and challenging course. I'm grateful and happy to have completed and gained my certificate!!
About the Investment and Portfolio Management Specialization
Frequently Asked Questions
When will I have access to the lectures and assignments?
What will I get if I subscribe to this Specialization?
Is financial aid available?
More questions? Visit the Learner Help Center.