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.
- 5 stars73.05%
- 4 stars20.61%
- 3 stars3.07%
- 2 stars1.62%
- 1 star1.62%
PORTFOLIO SELECTION AND RISK MANAGEMENT からの人気レビュー
I really enjoyed this course. Sometimes it required a lot of discipline to analyse investigate, but at the end I've learn a lot.
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.
Amazing and challenging course. Loved every part of it and full-heartedly recommend it.
This is the most informative in depth short course i ever across. Learned a lot!
Investment and Portfolio Management専門講座について