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Creating a Portfolio
  • Level Foundation
  • Duration 10 hours
  • Course by Indian School of Business
  • Offered by

About

This course integrates all the learning from the first three courses and guides the learner about ways of building a portfolio of strategies and integrating the same into a hedge fund. In the first part of the course, you will be taught ways of measuring the contribution of a strategy to a portfolio in terms of risk and return. You will be able to appreciate the consequences of including a strategy to a new as well an existing portfolio. Next, you are taught various ways of conducting the tilting analysis in order to determine the optimal weight to be placed on each strategy. After this you will learn to develop techniques for minimizing overall portfolio risk. You will also get a basic overview of the regulatory framework that is applicable to hedge funds. You will know about different types of investors and the expectations of each type of investors.

Modules

Market Anomalies

    • 3 Videos
    • 1 Assignment
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1 Assignment

  • Practice Quiz 1

3 Videos

  • Market Efficiency
  • Types of Market Efficiency
  • Anomalies

Performance Measurement

    • 4 Videos
    • 1 Assignment
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1 Assignment

  • Practice Quiz 2

4 Videos

  • Performance measurement 1
  • Performance measurement 2
  • Market timing
  • Performance measurement 3

Additional Reading

    • 3 Readings
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3 Readings

  • The Challenge: How To Benchmark Your Investment Portfolio
  • Performance Measurement: The What, Why, and How of the Investment Management Process
  • The 101 ways to measure portfolio performance

Weekly Assessments

    • 1 Assignment
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1 Assignment

  • Quiz 1

Performance Attribution

    • 4 Videos
    • 1 Assignment
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1 Assignment

  • Practice Quiz -

4 Videos

  • Timing measurement
  • Style Analysis
  • Performance attribution
  • Mutual fund performance

Utility theory, Risk and Return

    • 5 Videos
    • 1 Assignment
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1 Assignment

  • Practice Quiz

5 Videos

  • Expected returns and risk
  • Utility theory
  • Investment Choices and Portfolios
  • Capital Allocation
  • Risky portfolios

Additional Reading Material

    • 1 Readings
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1 Readings

  • Utility theory and Attitude toward Risk

Weekly Assessment

    • 1 Assignment
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1 Assignment

  • Quiz 2

Portfolio Formation

    • 7 Videos
    • 1 Assignment
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1 Assignment

  • Practice Quiz

7 Videos

  • Diversification and efficient frontier
  • Two fund separation
  • Diversification revisited
  • Investment opportunity set with two risky assets and a risk-free asset
  • Investment opportunity set with three risky assets and a risk-free asset
  • The optimal allocation between risky and risk-free assets
  • The market portfolio and the capital market line

Weekly assessment

    • 1 Assignment
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1 Assignment

  • Weekly assessment 3

Additional reading material

    • 4 Readings
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4 Readings

  • The pros' guide to diversification
  • Diversification: How much is too much?
  • The 15-Stock Diversification Myth
  • Does the composition of the market portfolio really matter?

Video Lectures

    • 7 Videos
    • 1 Assignment
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1 Assignment

  • Practice Quiz

7 Videos

  • Strategies based on Text Mining
  • Benchmarking
  • Reporting
  • Financial Instruments
  • Backtesting
  • How to backtest?
  • Conclusion

Additional reading material

    • 1 Readings
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1 Readings

  • Successful Backtesting of Algorithmic Trading Strategies

Weekly assessment

    • 1 Assignment
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1 Assignment

  • Weekly assessment 4

Auto Summary

This foundational Business & Management course, "Creating a Portfolio," led by Coursera, synthesizes prior learning to build and manage hedge fund portfolios. It covers strategy contribution analysis, optimal weighting, risk minimization, and provides insights into hedge fund regulations and investor expectations. The 600-minute course offers Starter and Professional subscription options, ideal for those looking to deepen their expertise in portfolio management.

Ramabhadran Thirumalai
Instructors

Ramabhadran Thirumalai

Prasanna Tantri
Instructors

Prasanna Tantri