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Rice University

Portfolio Selection and Risk Management

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.

Status: Portfolio Management
Status: Variance Analysis
Course23 hours

Featured reviews

AG

5.0Reviewed Jun 25, 2017

The course is great. It was very tough but a nice experience for me.

LC

4.0Reviewed Dec 16, 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.

AF

5.0Reviewed Nov 10, 2018

This is the most informative in depth short course i ever across. Learned a lot!

RZ

5.0Reviewed Mar 20, 2022

Coursse was excelent, Excersices very helpul. I would apreciate more of them.

AS

5.0Reviewed Aug 17, 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!

SA

5.0Reviewed Apr 7, 2021

It's an excellent course, but in my opinion this kind of courses need more examples to be more comprehensive and friendly to the people en general.

FR

5.0Reviewed Jul 19, 2020

Dr. O really makes the idea of modern portfolio management clear! The practical assignments on Excel will really clear any confusion about the topics.

XX

5.0Reviewed Jun 15, 2020

Professor is great and professional. But the contents in week 2 are too many, I think it could be better they are divided into two-week studying.

JF

5.0Reviewed Aug 1, 2020

Very informative and challenging course. I'm grateful and happy to have completed and gained my certificate!!

TW

5.0Reviewed Oct 29, 2022

E​asily understandable, well explained. Missing recommended literature - this would help a lot. Some info can be found in CAPITAL MARKETS by F.J. Fabozzi

AM

4.0Reviewed Aug 18, 2023

thanks a lot doctor o and Coursera for this opportunity and great course but I hope you pay more attention to excel applaction ❤

JC

5.0Reviewed Mar 2, 2020

I love how Dr O teach by telling a story. Her Teaching technique is different from the college boring classes that I have been.I wish she offer more courses.

All reviews

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