Este curso forma parte de Programa especializado: Gestión de inversiones

4.7
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2,270 calificaciones

89 %

University of Geneva- Tony Berrada +7 instructores más

61.185 ya inscrito

Ofrecido Por

Programa especializado: Gestión de inversionesUniversidad de Ginebra

Acerca de este Curso

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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.

Fechas límite flexibles

Restablece las fechas límite en función de tus horarios.

Certificado para compartir

Obtén un certificado al finalizar

100 % en línea

Comienza de inmediato y aprende a tu propio ritmo.

Curso 3 de 5 en

Programa especializado: Gestión de inversiones

Aprox. 8 horas para completar

Inglés (English)

¿Podría tu empresa beneficiarse de la capacitación de los empleados en las habilidades más demandadas?

Prueba Coursera para negocios

Habilidades que obtendrás

Portfolio Theories
Risk Management
Value At Risk (VAR)
Portfolio Optimization

Fechas límite flexibles

Restablece las fechas límite en función de tus horarios.

Certificado para compartir

Obtén un certificado al finalizar

100 % en línea

Comienza de inmediato y aprende a tu propio ritmo.

Curso 3 de 5 en

Programa especializado: Gestión de inversiones

Aprox. 8 horas para completar

Inglés (English)

¿Podría tu empresa beneficiarse de la capacitación de los empleados en las habilidades más demandadas?

Prueba Coursera para negocios

Instructores

Calificación del instructor

4,56/5 (247 calificaciones)

Ofrecido por

Universidad de Ginebra

Mira cómo los empleados de las mejores empresas dominan las habilidades más demandadas

Obtén más información sobre Coursera para Empresas

Programa - Qué aprenderás en este curso

Calificación del contenido89%(6,188 calificaciones)

Semana

Semana 1

1 hora para completar

General Introduction and Key Concepts

1 hora para completar

6 videos (Total 39 minutos), 2 lecturas, 1 cuestionario

6 videos

Why you should choose this course3m

Some common mistakes you will no longer make after this course – Portfolio risk6m

Some common mistakes you will no longer make after this course – Free lunch9m

Distribution of returns - Graphical representation8m

Distribution of returns - Numbers5m

The risk-return trade-off - UBS guest speaker5m

2 lecturas

Course syllabus5m

Glossary10m

1 ejercicio de práctica

Graded quiz on the content of Week 110m

Semana

Semana 2

2 horas para completar

Modern Portfolio Theory and Beyond

The focus of this second week is on Modern Portfolio Theory. By understanding how imperfect correlations between asset returns can lead to superior risk-adjusted portfolio returns, we will soon be looking for ways to maximize the effect of diversification, which is at the heart of Modern Portfolio Theory. But we won’t stop there: we will also explore the implications of Modern Portfolio Theory on real-world investment decisions and whether or not these implications are followed by investors. Finally, we will see how Modern Portfolio Theory can be built upon to derive the most popular asset pricing model: the Capital Asset Pricing Model.

2 horas para completar

14 videos (Total 89 minutos)

14 videos

The impact of correlation - The benefits of diversification5m

The impact of correlation - Maximizing diversification6m

Reaching the efficient frontier - UBS guest speaker4m

The efficient frontier with a risk-free asset4m

Expanding the asset universe - International diversification5m

Expanding the asset universe - Country versus industry diversification4m

Do investors diversify internationally? - UBS guest speaker3m

The impact of constraints on optimal portfolios8m

The pitfalls of Modern Portfolio Theory - Assumptions8m

The pitfalls of Modern Portfolio Theory - Investors9m

Two-fund separation - Individual decision4m

Two-fund separation - Market level7m

Capital market equilibrium - The Capital Market Line5m

Capital market equilibrium - The Capital Asset Pricing Model9m

1 ejercicio de práctica

Graded quiz on the content of Week 215m

Semana

Semana 3

2 horas para completar

Asset Allocation

This third week is dedicated to asset allocation. After a short introduction to investor profiling, we will delve into Strategic Asset Allocation (SAA). You will see how it relates to Modern Portfolio Theory and how it differs from Tactical Asset Allocation (TAA). We will look at how both asset allocations can be implemented separately but also in conjunction in order to build portfolios that fulfill investors’ needs and constraints while taking advantage of market opportunities.

2 horas para completar

14 videos (Total 96 minutos), 1 lectura, 1 cuestionario

14 videos

How our age and wealth affect our investment profile - Main views8m

How our age and wealth affect our investment profile - Robo-advisors8m

The path from an investor's profile to his/her optimal investment strategy - UBS guest speaker2m

Strategic asset allocation: MPT in practice - Definitions6m

Strategic asset allocation: MPT in practice - Implementation8m

Asset allocation versus stock picking: what matters more? - UBS guest speaker4m

Rebalancing a portfolio to maintain the SAA - SAA versus TAA6m

Rebalancing a portfolio to maintain the SAA - Weights and bounds9m

Key drivers of tactical asset allocation - Goals8m

Key drivers of tactical asset allocation - Implementation4m

Timing the market with tactical asset allocation - Shiller's CAPE7m

Timing the market with tactical asset allocation - Macroeconomic tools10m

How tactical asset allocation depends on macroeconomic fundamentals - UBS guest speaker6m

How to combine strategic and tactical asset allocations - UBS guest speaker4m

1 lectura

The importance of asset allocation20m

1 ejercicio de práctica

Graded quiz on the content of Week 315m

Semana

Semana 4

2 horas para completar

Risk Management

This fourth and final week is dedicated to risk. We will start by looking in more depth at different sources of risk such as illiquidity and currency risk but also at the different tools available to investors to perform risk management. But how should we measure risk? We will see that it may be valuable to go a step beyond standard deviation, the risk measure we used so far, and look at the Value-at-Risk and Expected Shortfall which focus on potential large losses. Finally, we will use the financial instruments at our disposal to hedge market and currency risk.

2 horas para completar

14 videos (Total 95 minutos)

14 videos

Defining forwards and options - Forwards10m

Defining forwards and options - Options11m

Risk as volatility?4m

What about illiquidity? - UBS guest speaker2m

Currency risk - Return7m

Currency risk - Risk6m

Defining the Value-at-Risk4m

Computing the Value-at-Risk5m

Defining the Expected Shortfall6m

Computing the Expected Shortfall3m

Risk management applied to portfolio allocation6m

Banking regulation & Basel recommendations: How did we get there?7m

Hedging against market falls (using options)8m

Hedging against currency risk (using forwards)9m

1 ejercicio de práctica

Graded quiz on the content of Week 415m

Reseñas

4.7

378 reseña

5 stars
75,29 %
4 stars
20,12 %
3 stars
3,74 %
2 stars
0,70 %
1 star
0,13 %

Principales reseñas sobre GESTIÓN DE CARTERAS Y RIESGOS

por DT22 de jul. de 2020

This course has increased my knowledge and understanding of portfolio and risk management. Many important topics have been covered by the instructors which are useful for the learners of finance.

por CF25 de nov. de 2020

Definitely not for people without economical and some math knowledge, but Great content, and fully recommend for anybody looking to improve their knowledge to better take care of your portfolio!

por AG5 de may. de 2020

Excellent course. I would suggest giving numerical examples in the lessons related to CVaR and ES, like it was done for currency hedging. Otherwise excellent material.

por SX9 de mar. de 2019

Great learning in this course, however the currency risk portion could have been explained in more detail and with more patience. It was a hard topic to grasp. But, overall a very good course.

Ver todas las reseñas

Acerca de Programa especializado: Gestión de inversiones

In this Specialization, you will understand how investment strategies are designed to reach financial goals in a global context. You will learn the theory that underlies strong investment decisions, as well as practical, real-world skills that you can apply when discussing investment proposals with your advisor, managing your personal assets or your client’s investment portfolio. You will start by developing a global understanding of financial markets and what impacts rational and irrational behaviors have in finance at the micro and macro levels. You will then learn how to adequately build and manage a portfolio with a long-term view while gaining an appreciation for novel research advances in finance and related areas as well as future trends that are shaping the investment management industry. In the final Capstone Project, you will create a sensible 5-year investment plan that accounts for an investor's goals and constraints in a dynamic economic landscape. Key speakers from UBS, our corporate partner, will contribute to this specialization by providing you with practical insights they have gathered through years of experience working for the world’s largest wealth manager.

Preguntas Frecuentes

¿Cuándo podré acceder a las lecciones y tareas?
El acceso a las clases y las asignaciones depende del tipo de inscripción que tengas. Si tomas un curso en modo de oyente, verás la mayoría de los materiales del curso en forma gratuita. Para acceder a asignaciones calificadas y obtener un certificado, deberás comprar la experiencia de Certificado, ya sea durante o después de participar como oyente. Si no ves la opción de oyente:
es posible que el curso no ofrezca la opción de participar como oyente. En cambio, puedes intentar con una Prueba gratis o postularte para recibir ayuda económica.
Es posible que el curso ofrezca la opción 'Curso completo, sin certificado'. Esta opción te permite ver todos los materiales del curso, enviar las evaluaciones requeridas y obtener una calificación final. También significa que no podrás comprar una experiencia de Certificado.
¿Qué recibiré si me suscribo a este Programa especializado?
Cuando te inscribes en un curso, obtienes acceso a todos los cursos que forman parte del Programa especializado y te darán un Certificado cuando completes el trabajo. Se añadirá tu Certificado electrónico a la página Logros. Desde allí, puedes imprimir tu Certificado o añadirlo a tu perfil de LinkedIn. Si solo quieres leer y visualizar el contenido del curso, puedes auditar el curso sin costo.
¿Hay ayuda económica disponible?
Sí. En ciertos programas de aprendizaje, puedes postularte para recibir ayuda económica o una beca en caso de no poder costear los gastos de la tarifa de inscripción. Si hay ayuda económica o becas disponibles para tu selección de programa de aprendizaje, verás un enlace para postularte en la página de descripción.

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gestión de carteras y riesgos

Acerca de este Curso

Habilidades que obtendrás

Instructores

University of Geneva- Tony Berrada

University of Geneva- Ines Chaieb

University of Geneva- Jonas Demaurex

University of Geneva- Rajna Gibson Brandon

University of Geneva- Michel Girardin

University of Geneva- Philipp Krueger

University of Geneva- Kerstin Preuschoff

University of Geneva- Olivier Scaillet

Ofrecido por

Universidad de Ginebra

Programa - Qué aprenderás en este curso

General Introduction and Key Concepts

Modern Portfolio Theory and Beyond

Asset Allocation

Risk Management

Reseñas

Principales reseñas sobre GESTIÓN DE CARTERAS Y RIESGOS

Acerca de Programa especializado: Gestión de inversiones

Preguntas Frecuentes

Comienza o impulsa tu carrera profesional

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Colecciones y artículos populares

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gestión de carteras y riesgos

Acerca de este Curso

Habilidades que obtendrás

Instructores

University of Geneva- Tony Berrada

University of Geneva- Ines Chaieb

University of Geneva- Jonas Demaurex

University of Geneva- Rajna Gibson Brandon

University of Geneva- Michel Girardin

University of Geneva- Philipp Krueger

University of Geneva- Kerstin Preuschoff

University of Geneva- Olivier Scaillet

Ofrecido por

Universidad de Ginebra

Programa - Qué aprenderás en este curso

General Introduction and Key Concepts

Modern Portfolio Theory and Beyond

Asset Allocation

Risk Management

Reseñas

Principales reseñas sobre GESTIÓN DE CARTERAS Y RIESGOS

Acerca de Programa especializado: Gestión de inversiones

Preguntas Frecuentes

Coursera Footer

Comienza o impulsa tu carrera profesional

Cursos y certificaciones populares

Colecciones y artículos populares

Obtén un título de grado o un certificado en línea

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