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University of Geneva- Olivier Scaillet,
University of Geneva- Jonas Demaurex,
University of Geneva- Tony Berrada,
University of Geneva- Michel Girardin,
University of Geneva- Philipp Krueger,
University of Geneva- Ines Chaieb,
University of Geneva- Kerstin Preuschoff,
and
University of Geneva- Rajna Gibson Brandon
In this course, you will gain an understanding of the theory underlying optimal portfolio construction, the different ways portfolios are actually built in practice and how to measure and manage the risk of such portfolios.
Read more
In this course, you will gain an understanding of the theory underlying optimal portfolio construction, the different ways portfolios are actually built in practice and how to measure and manage the risk of such portfolios.
Read more
In this course, you will gain an understanding of the theory underlying optimal portfolio construction, the different ways portfolios are actually built in practice and how to measure and manage the risk of such portfolios.
You will start by studying how imperfect correlation between assets leads to diversified and optimal portfolios as well as the consequences in terms of asset pricing. Then, you will learn how to shape an investor's profile and build an adequate portfolio by combining strategic and tactical asset allocations. Finally, you will have a more in-depth look at risk: its different facets and the appropriate tools and techniques to measure it, manage it and hedge it.
Key speakers from UBS, our corporate partner, will regularly add a practical perspective on these different topics as you progress through the course.
Register for this course and see more details by visiting:
OpenCourser.com/course/6wghpw/portfolio
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What's inside
Syllabus
General Introduction and Key Concepts
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.
Read more
Syllabus
General Introduction and Key Concepts
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.
Read more
Traffic lights
Traffic lights
Read about what's good
what should give you pause and
possible dealbreakers
Introduces foundational concepts in portfolio construction, risk assessment, and management
Led by renowned finance experts from the University of Geneva
Provides practical insights through guest lectures from industry professionals at UBS
Covers modern portfolio theory, asset allocation, and risk management techniques
Provides a strong foundation for individuals seeking to enhance their financial literacy and investment knowledge
Requires familiarity with basic financial concepts and principles
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Reviews summary
Theory and practice of portfolio and risk
According to learners, this course provides a solid foundation in portfolio construction and risk management. Students find the coverage of Modern Portfolio Theory and risk measures like VaR and Expected Shortfall particularly useful. The practical insights from UBS speakers are highlighted as a valuable addition, connecting theory to real-world application. While many appreciate the clear structure and theoretical depth, some note that the material can be mathematically rigorous and might require prior knowledge for beginners. Overall, it's seen as a strong introduction for those targeting finance careers.
Pacing can be fast, depth varies.
"The course covers a lot of ground quickly; some topics could benefit from more depth."
"Pacing felt a bit fast in certain weeks, especially when new mathematical concepts were introduced."
"While it's a comprehensive overview, experienced professionals might find it lacks advanced depth."
Requires comfort with quantitative concepts.
"Some parts of the course are quite mathematical and assume a certain level of quantitative background."
"While the theory is well-explained, understanding the models requires comfort with equations."
"Learners without a strong math background might find certain sections challenging."
Excellent starting point for beginners.
"This course served as an excellent introduction to the world of portfolio and risk management for me."
"It's a great course if you're starting out in finance and need to understand these core areas."
"Provides a solid overview without getting lost in overly complex details initially."
Real-world perspective from professionals.
"The key speaker sessions from UBS were incredibly insightful and grounded the theory in practice."
"Getting the practical perspective from industry professionals was a huge plus for this course."
"It was helpful to see how the concepts are actually applied in the financial industry."
Introduces essential risk measurement tools.
"The section on risk management, especially VaR and Expected Shortfall, was very relevant."
"Understanding different facets of risk and how to measure them was a key takeaway for me."
"I appreciated learning about tools beyond standard deviation for assessing potential large losses."
Provides a solid base in key concepts.
"The course lays a very solid theoretical foundation for portfolio construction using MPT and CAPM."
"I feel I now have a much better understanding of the core theories behind portfolio management."
"The explanations of diversification and asset pricing models were particularly clear and comprehensive."
Activities
Be better prepared
before
your course. Deepen your understanding
during
and
after
it. Supplement your coursework and achieve mastery of the topics covered
in Portfolio and Risk Management with these
activities:
Review 'Modern Portfolio Theory and Investment Analysis' by Frank J. Fabozzi
Show steps
Introduce core concepts of modern portfolio theory and investment analysis, providing a strong foundation for understanding the course material.
View
Robust Portfolio Optimization and Management
on Amazon
Show steps
-
Read Chapters 1-3 to gain an overview of modern portfolio theory and its key concepts.
-
Work through the practice problems at the end of each chapter to reinforce your understanding.
-
Summarize the main points of each chapter in your own words.
Participate in a study group with other students
Show steps
Foster collaboration, exchange of ideas, and enhance understanding through peer interaction.
Browse courses on
Portfolio Management
Show steps
-
Form a study group with other students in the course.
-
Meet regularly to discuss the course material, share insights, and work on assignments together.
-
Support each other in understanding the concepts and applying them to practical scenarios.
Create a mock portfolio
Show steps
Provide practical experience in applying the principles of portfolio construction and risk management.
Browse courses on
Portfolio Construction
Show steps
-
Define your investment goals and risk tolerance.
-
Research and select a range of assets that align with your goals and risk tolerance.
-
Construct a diversified portfolio by allocating your investments across the selected assets.
-
Monitor your portfolio's performance and make adjustments as needed.
Five other activities
Expand to see all activities and additional details
Show all eight activities
Solve practice questions on portfolio optimization techniques
Show steps
Reinforce understanding of optimization techniques and their application in portfolio management.
Browse courses on
Portfolio Optimization
Show steps
-
Review the course material on portfolio optimization techniques.
-
Attempt practice questions that require you to apply these techniques to real-world scenarios.
-
Check your answers and identify areas where you need additional practice.
Follow online tutorials on advanced portfolio management strategies
Show steps
Supplement course material with additional insights and practical guidance on advanced portfolio management techniques.
Browse courses on
Portfolio Management
Show steps
-
Identify online tutorials that cover advanced portfolio management strategies.
-
Follow the tutorials carefully and take notes on the key concepts and techniques.
-
Apply what you have learned from the tutorials to your own portfolio management strategies.
Attend a workshop on portfolio management best practices
Show steps
Gain practical insights and interact with experts in the field to enhance your understanding of portfolio management best practices.
Browse courses on
Portfolio Management
Show steps
-
Research and identify workshops on portfolio management best practices.
-
Attend the workshop and actively participate in the discussions.
-
Take notes and apply the learnings to your own portfolio management strategies.
Develop a presentation on a specific topic related to portfolio management
Show steps
Enhance comprehension and communication skills by requiring students to research, synthesize, and present on a chosen topic.
Browse courses on
Modern Portfolio Theory
Show steps
-
Choose a specific topic related to portfolio management.
-
Research the topic thoroughly using credible sources.
-
Develop a presentation outline and gather supporting materials.
-
Practice delivering the presentation to refine your communication skills.
Write a report on the impact of a specific economic event on portfolio performance
Show steps
Develop critical thinking and analytical skills by examining the impact of real-world events on portfolio performance.
Browse courses on
Investment Analysis
Show steps
-
Select a specific economic event that has occurred within the past year.
-
Gather data on the performance of a range of portfolios during the period surrounding the event.
-
Analyze the data to identify the impact of the event on portfolio performance.
-
Write a report summarizing your findings and discussing the implications for portfolio management.
Review 'Modern Portfolio Theory and Investment Analysis' by Frank J. Fabozzi
Show steps
Introduce core concepts of modern portfolio theory and investment analysis, providing a strong foundation for understanding the course material.
View
Robust Portfolio Optimization and Management
on Amazon
Show steps
Show steps
Show steps
- Read Chapters 1-3 to gain an overview of modern portfolio theory and its key concepts.
- Work through the practice problems at the end of each chapter to reinforce your understanding.
- Summarize the main points of each chapter in your own words.
Participate in a study group with other students
Show steps
Foster collaboration, exchange of ideas, and enhance understanding through peer interaction.
Browse courses on
Portfolio Management
Show steps
Show steps
Show steps
- Form a study group with other students in the course.
- Meet regularly to discuss the course material, share insights, and work on assignments together.
- Support each other in understanding the concepts and applying them to practical scenarios.
Create a mock portfolio
Show steps
Provide practical experience in applying the principles of portfolio construction and risk management.
Browse courses on
Portfolio Construction
Show steps
Show steps
Show steps
- Define your investment goals and risk tolerance.
- Research and select a range of assets that align with your goals and risk tolerance.
- Construct a diversified portfolio by allocating your investments across the selected assets.
- Monitor your portfolio's performance and make adjustments as needed.
Five other activities
Expand to see all activities and additional details
Show all eight activities
Solve practice questions on portfolio optimization techniques
Show steps
Reinforce understanding of optimization techniques and their application in portfolio management.
Browse courses on
Portfolio Optimization
Show steps
Show steps
Show steps
- Review the course material on portfolio optimization techniques.
- Attempt practice questions that require you to apply these techniques to real-world scenarios.
- Check your answers and identify areas where you need additional practice.
Follow online tutorials on advanced portfolio management strategies
Show steps
Supplement course material with additional insights and practical guidance on advanced portfolio management techniques.
Browse courses on
Portfolio Management
Show steps
Show steps
Show steps
- Identify online tutorials that cover advanced portfolio management strategies.
- Follow the tutorials carefully and take notes on the key concepts and techniques.
- Apply what you have learned from the tutorials to your own portfolio management strategies.
Attend a workshop on portfolio management best practices
Show steps
Gain practical insights and interact with experts in the field to enhance your understanding of portfolio management best practices.
Browse courses on
Portfolio Management
Show steps
Show steps
Show steps
- Research and identify workshops on portfolio management best practices.
- Attend the workshop and actively participate in the discussions.
- Take notes and apply the learnings to your own portfolio management strategies.
Develop a presentation on a specific topic related to portfolio management
Show steps
Enhance comprehension and communication skills by requiring students to research, synthesize, and present on a chosen topic.
Browse courses on
Modern Portfolio Theory
Show steps
Show steps
Show steps
- Choose a specific topic related to portfolio management.
- Research the topic thoroughly using credible sources.
- Develop a presentation outline and gather supporting materials.
- Practice delivering the presentation to refine your communication skills.
Write a report on the impact of a specific economic event on portfolio performance
Show steps
Develop critical thinking and analytical skills by examining the impact of real-world events on portfolio performance.
Browse courses on
Investment Analysis
Show steps
Show steps
Show steps
- Select a specific economic event that has occurred within the past year.
- Gather data on the performance of a range of portfolios during the period surrounding the event.
- Analyze the data to identify the impact of the event on portfolio performance.
- Write a report summarizing your findings and discussing the implications for portfolio management.
Career center
Learners who complete Portfolio and Risk Management will develop knowledge and skills
that may be useful to these careers:
Portfolio Manager
Portfolio Manager
A Portfolio Manager is an expert in managing financial assets for individuals, institutions, and organizations. This course will provide you with the knowledge and skills needed to be successful in this challenging and rewarding career. The course covers topics such as modern portfolio theory, asset allocation, risk management, and hedging. You will also learn how to use financial instruments and techniques in order to build and manage portfolios efficiently.
Financial Analyst
Financial Analyst
Financial Analysts are responsible for analyzing financial data and providing recommendations to investors. This course will provide you with the foundational knowledge of portfolio management, which is essential for success in this role. You will learn how to assess risk and return, allocate assets, and manage portfolios.
Investment Banker
Investment Banker
Investment Bankers provide financial advice and services to corporations and governments. This course will help you build a strong foundation in portfolio management, which is a key skill in this field. You will learn the principles of portfolio construction, risk management, and asset allocation. This knowledge will be invaluable as you advise clients on investment decisions.
Risk Manager
Risk Manager
Risk Managers are responsible for identifying, assessing, and mitigating financial risk. This course will provide you with a comprehensive understanding of risk management, which is essential for success in this role. You will learn how to measure risk, develop risk management strategies, and implement risk controls.
Quantitative Analyst
Quantitative Analyst
Quantitative Analysts develop and use mathematical and statistical models to solve financial problems. This course may be useful for you in this role, as you will learn the principles of portfolio optimization and risk management. This knowledge can be applied to a variety of tasks, such as developing trading strategies, managing risk, and pricing financial instruments.
Actuary
Actuary
Actuaries use mathematical and statistical techniques to assess risk and uncertainty. This course may help you in this role as you will build a foundation in probability and statistics. You will also learn about risk management and insurance principles, which are essential for success in this field.
Insurance Underwriter
Insurance Underwriter
Insurance Underwriters assess and manage risk for insurance companies. This course may be useful for you in this role, as you will learn the principles of risk management and insurance. You will also gain an understanding of portfolio management, which can be applied to the underwriting process.
Hedge Fund Manager
Hedge Fund Manager
Hedge Fund Managers manage investment portfolios for wealthy individuals and institutions. This course will provide you with the knowledge and skills needed to be successful in this competitive field. You will learn about portfolio management, risk management, and financial analysis.
Investment Advisor
Investment Advisor
Investment Advisors provide financial advice and services to individuals and families. This course may be useful for you in this role, as you will learn the principles of portfolio management and risk management. You will also gain an understanding of financial planning, which is essential for providing sound advice to clients.
Financial Planner
Financial Planner
Financial Planners help individuals and families manage their finances. This course may be useful for you in this role, as you will learn about portfolio management, risk management, and financial planning. You will also gain an understanding of estate planning and tax planning, which are important for providing comprehensive financial advice.
Trust Officer
Trust Officer
Trust Officers manage trusts and estates for individuals and families. This course may be useful for you in this role, as you will learn about portfolio management, risk management, and estate planning. You will also gain an understanding of trust law and taxation, which are essential for managing trusts and estates effectively.
Private Banker
Private Banker
Private Bankers provide financial advice and services to high-net-worth individuals and families. This course may be useful for you in this role, as you will learn the principles of portfolio management and risk management. You will also gain an understanding of private banking services, such as wealth management, estate planning, and trust management.
Asset Manager
Asset Manager
Asset Managers manage investment portfolios for individuals, institutions, and organizations. This course will provide you with the knowledge and skills needed to be successful in this challenging and rewarding career. The course covers topics such as portfolio management, risk management, asset allocation, and financial analysis.
Economist
Economist
Economists study the production, distribution, and consumption of goods and services. This course may help you in this role as you will build a strong foundation in statistics and econometrics. You will also learn about portfolio management and risk management, which can be applied to economic analysis.
Statistician
Statistician
Statisticians collect, analyze, interpret, and present data. This course may provide some useful background in probability and statistics, which are essential to this role. Additionally, you will gain an understanding of risk management, which can be applied to statistical analysis and modeling.
For more career information including salaries, visit:
OpenCourser.com/course/6wghpw/portfolio
Reading list
We've selected nine books
that we think will supplement your
learning. Use these to
develop background knowledge, enrich your coursework, and gain a
deeper understanding of the topics covered in
Portfolio and Risk Management.
This classic textbook on modern portfolio theory. It provides a comprehensive overview of the theory and its applications. It valuable resource for students and practitioners who want to learn more about portfolio management.
This is another classic textbook on investments. It provides a comprehensive overview of the investment process, including portfolio management. It valuable resource for students and practitioners who want to learn more about investing.
Classic guide to investing. It provides a wealth of timeless wisdom on investing. It valuable resource for investors of all levels of experience.
Classic guide to security analysis. It provides a comprehensive overview of the security analysis process. It valuable resource for investors who want to learn more about security analysis.
Provides a comprehensive overview of quantitative equity investing. It covers a wide range of topics, including quantitative stock selection, quantitative portfolio management, and risk management. It valuable resource for practitioners who want to learn more about quantitative equity investing.
Provides a practical guide to portfolio and risk management. It covers a wide range of topics, including portfolio construction, portfolio risk management, and portfolio performance evaluation. It valuable resource for practitioners who want to learn more about portfolio and risk management.
Provides a comprehensive overview of risk management in financial institutions. It covers a wide range of topics, including credit risk, market risk, operational risk, and liquidity risk. It valuable resource for practitioners who want to learn more about risk management in financial institutions.
Provides a comprehensive overview of the theory of investment value. It covers a wide range of topics, including the time value of money, risk and return, and portfolio optimization. It valuable resource for practitioners who want to learn more about the theory of investment value.
Provides a comprehensive overview of fixed income securities. It covers a wide range of topics, including fixed income markets, fixed income instruments, and fixed income portfolio management. It valuable resource for practitioners who want to learn more about fixed income securities.
For more information about how these books relate to this course, visit:
OpenCourser.com/course/6wghpw/portfolio
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Effort
4 weeks of study, 1-3 hours/week
Via
Coursera
Institution
University of Geneva
Instructors
University of Geneva- Olivier Scaillet
University of Geneva- Jonas Demaurex
University of Geneva- Tony Berrada
University of Geneva- Michel Girardin
University of Geneva- Philipp Krueger
University of Geneva- Ines Chaieb
University of Geneva- Kerstin Preuschoff
University of Geneva- Rajna Gibson Brandon
Language
English
Transcripts
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中文
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日本語
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فارسی
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tiếng Việt
پښتو
آذربایجان دیلی
This course belongs to a
collection
called
Investment Management. It's comprised of five courses:
- Meeting Investors' Goals
- Securing Investment Returns in the Long Run
- Planning your Client's Wealth over a 5-year Horizon
- Portfolio and Risk Management (viewing)
- Understanding Financial Markets
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