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Learner Reviews & Feedback for Portfolio Selection and Risk Management by Rice University
618 ratings
About the Course
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.
Top reviews
MK
Feb 1, 2021
The course was very comprehensive and easy to understand. The instructors made sure that they are giving the information in a way that won't make me confused. Thank you so much for this great course!
TW
Oct 29, 2022
Easily understandable, well explained. Missing recommended literature - this would help a lot. Some info can be found in CAPITAL MARKETS by F.J. Fabozzi
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