Back to Portfolio Selection and Risk Management

4.6

283 ratings

•

45 reviews

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.
Learners will:
• Develop risk and return measures for portfolio of assets
• Understand the main insights from modern portfolio theory based on diversification
• Describe and identify efficient portfolios that manage risk effectively
• Solve for portfolio with the best risk-return trade-offs
• Understand how risk preference drive optimal asset allocation decisions
• Describe and use equilibrium asset pricing models....

Aug 18, 2019

One of the finest courses on Coursera. Gives a deep and invaluable insight into Investment and Portfolio Management theories and practices. A must do!

Dec 17, 2016

I really enjoyed this course. Sometimes it required a lot of discipline to analyse investigate, but at the end I've learn a lot.

Filter by:

By Guillaume S

•Nov 26, 2017

It's technical but really interesting. The quality of video and audio is great.

By Париков И

•May 02, 2019

Cool!

By Phuong N

•May 02, 2019

J'aime bien ce cours. C'est vraiment utile pour ma carrière! Merci Doctor O.

By David G H

•May 14, 2019

excelent course for understanding modern portfolio construction and more practical than I expected.

By Artem T

•May 30, 2019

Great, thank you

By Abdullah Ç

•May 09, 2019

An excellent course for understanding the portfolio theory

By ARVIND K S

•Aug 18, 2019

One of the finest courses on Coursera. Gives a deep and invaluable insight into Investment and Portfolio Management theories and practices. A must do!

By Attilio

•Sep 05, 2019

Need to be more faster in reviewing

By Mohamed N H

•Oct 13, 2019

Interesting concepts to learn about variables that could affect a portfolio which an investor could not take into his account without taking this course but we still need to make the connection between the theory and a real world investment. It also would be better to give the solutions for the assignments so that the students could know their mistakes and correct them because many peer graded assignment they put the correct answers but they don't put the formulas that led to these results

By 杜睿

•Oct 28, 2018

I have learned a lot, but I want to learn more

By Lisa C

•Dec 17, 2016

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.

By Oleksandr A

•Mar 04, 2018

A wonderful course! You will find here all necessary insights and concepts of portfolio selection and risk management. The main problem is there is a little lack of explanations of some complex Excel spreadsheets. Hence, you will need to check Forums to complete the puzzle.

By Matteo E

•Dec 27, 2017

Very nice and rather deep presentation of the modern portfolio theory, CAPM and fama-french 3-factor model, but lacking in width in terms of presentation of other pricing models, or risk management strategies (i.e. 5-factor model, hedging, etc...).

Overall a challenging and enjoyable course if you have little financial background.

By Adrian N U

•May 11, 2018

The course is very insightful. However, some parts of the peer review assignments need to be made clearer (i.e. the difference between sample variance and population variance, although one can look at the forum for the answer). Some of the in-class quizzes are also pretty annoying. The course can improve by revamping the material and correcting for some bugs.

By Thomas M S

•Mar 25, 2017

Decent course to get an introduction to portfolio theory. Some work needs to be done to update the pdf slides with what the professor adds in handwriting during the course.

By Neelkanth S M

•Oct 02, 2019

Delay caused due to insufficient number of available submissions to review

By Carlo S

•Oct 22, 2018

I will fail because, despite submitting all my assignments on time and obtaining excellent grades on all of them, one of them was not reviewed and graded by my peers on time. Quizzes and Assignments should be graded by professors and Teaching assistants, not students. I pay I fee and and I expect more. The entire process was a fraud.

By Rod J

•Jan 27, 2018

Very poor response times to questions on the forum by academic staff. There are also mathematical errors in the materials provided.

Coursera provides universal access to the world’s best education,
partnering with top universities and organizations to offer courses online.