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Investment Strategies and Portfolio Analysis
  • Level Foundation
  • Duration 15 hours
  • Course by Rice University
  • Offered by

About

In this course, you will learn about latest investment strategies and performance evaluation. You will start by learning portfolio performance measures and discuss best practices in portfolio performance evaluation. You will explore different evaluation techniques such as style analysis and attribution analysis and apply them to evaluate different investment strategies. Special emphasis will be given to recent financial market innovations and current investment trends. After this course, learners will be able to: - Describe performance measurement measures - Evaluate portfolio performance - Describe and contrast different investment strategies - Propose investment strategy solutions

Modules

Welcome and Introduction

    • 1 Videos
    • 3 Readings
    • 1 Discussion
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1 Discussions

  • What is your motivation for taking this course?

1 Videos

  • Introduction and Welcome to class

3 Readings

  • Grading Policy
  • How to use discussion forums
  • Pre-Course Survey

Comparing two portfolio returns

    • 4 Videos
    • 2 Readings
    • 1 Assignment
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1 Assignment

  • Comparing two portfolio returns

4 Videos

  • Brief review of measuring returns
  • Measuring dollar-weighted vs. time-weighted returns
  • Computing excess returns over a benchmark
  • Compounding excess returns: Geometric mean excess return

2 Readings

  • Lecture handouts: Comparing two portfolio returns
  • Comparing two portfolio returns- Quiz Solutions

Revisiting measures of risk

    • 3 Videos
    • 2 Readings
    • 1 Assignment
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1 Assignment

  • Revisiting measures of risk

3 Videos

  • Basic measures of risk
  • Measuring bad variation
  • Tracking error and residual risk

2 Readings

  • Lecture handouts: Revisiting measures of risk
  • Revisiting measures of risk- Quiz Solutions

Module 1 Summary

    • 1 Videos
    • 1 PeerReview
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1 Peer Review

  • Performance measurement and benchmarking

1 Videos

  • Summary

Introduction

    • 1 Videos
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1 Videos

  • Introduction

Risk-adjusted return measures

    • 7 Videos
    • 7 Readings
    • 1 Assignment
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1 Assignment

  • Risk-adjusted return measures

7 Videos

  • Sharpe ratio - Introduction to general notion
  • Constructing the Sharpe ratio
  • Sortino ratio
  • Treynor’s measure
  • Jensen’s alpha
  • Appraisal ratio and information ratio
  • Comparing the risk-adjusted measures

7 Readings

  • Accompanying spreadsheet for "Jensen's alpha"
  • Accompanying spreadsheet for "Appraisal ratio and information ratio"
  • “The Sharpe ratio”, by William F. Sharpe
  • The Sharpe ratio and the information ratio
  • Lecture handouts: Risk-adjusted return measures
  • Instructions for practice quiz
  • Solutions

Module 2 Summary

    • 1 Videos
    • 1 Readings
    • 1 Assignment
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1 Assignment

  • Active vs. passive investing: Risk-adjusted return measures

1 Videos

  • Summary

1 Readings

  • Active vs. passive investing: Risk-adjusted return measures - Quiz Solutions

Introduction

    • 1 Videos
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1 Videos

  • Introduction

Style analysis

    • 3 Videos
    • 4 Readings
    • 1 Assignment
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1 Assignment

  • Style Analysis

3 Videos

  • Style analysis
  • Style Analysis - Part II
  • Style analysis: How does it work?

4 Readings

  • Lecture handouts: Style Analysis
  • Style Analysis: Accompanying Excel spreadsheet
  • Asset allocation: Management style and performance measurement
  • Style Analysis - Quiz solutions

Performance attribution

    • 2 Videos
    • 3 Readings
    • 1 Assignment
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1 Assignment

  • Performance attribution

2 Videos

  • Performance attribution
  • Performance attribution: Numerical illustration

3 Readings

  • Lecture handouts: Performance attribution
  • Total Portfolio Performance Attribution Methodology
  • Performance attribution - Quiz Solutions

Module 3 Summary

    • 1 Videos
    • 2 Readings
    • 1 Assignment
Show info about module content

1 Assignment

  • Performance evaluation: Style analysis and performance attribution

1 Videos

  • Summary

2 Readings

  • Performance evaluation: Style analysis and performance attribution- Quiz Solutions
  • End-Of-Course Survey

Auto Summary

Unlock the secrets of successful investing with the "Investment Strategies and Portfolio Analysis" course. This foundational program, offered by Coursera, is designed for those keen on mastering the art of portfolio performance evaluation and investment strategy. Over 900 minutes of in-depth content, you'll delve into the latest investment strategies, explore various evaluation techniques like style and attribution analysis, and discuss best practices in performance measurement. The course places special emphasis on recent financial market innovations and current investment trends, ensuring you stay ahead of the curve. Guided by expert instructors, you'll gain the skills to describe and evaluate portfolio performance, contrast different investment strategies, and propose effective investment solutions. Whether you're just starting out or looking to sharpen your skills, this course offers flexible subscription options, including Starter, Professional, and Paid plans, to suit your learning needs. Perfect for business and management enthusiasts aiming to elevate their investment acumen. Join now and transform your approach to investing!

Arzu Ozoguz
Instructor

Arzu Ozoguz