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Overview
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 Portfolio Selection and Risk Management course offered by Coursera in partnership with Rice University, 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 tradeoff. 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.
Learners will:
Develop risk and return measures for portfolio of assets- Understand the main insights from modern portfolio theory based on diversification
- Describe and identify efficient portfolios that manage risk effectively
- Solve for portfolio with the best risk return tradeoffs
- Understand how risk preference drive optimal asset allocation decisions
- Describe and use equilibrium asset pricing models.
Programme Structure
Course structure:
- Measuring the expected return of a portfolio
- Let’s review how we measure risk for a single asset
- Finding the volatility of a portfolio return
- Portfolio volatility: Another example
- Measuring the co-movement between securities
- Putting it all together… portfolio risk and diversification
Key information
Duration
- Part-time
- 1 months
- 7 hrs/week
Start dates & application deadlines
You can apply for and start this programme anytime.
Language
English
Delivered
Online
- Self-paced
Campus Location
- Mountain View, United States
Disciplines
Risk Management Investment View 31 other Short Courses in Risk Management in United StatesWhat students do after studying
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Academic requirements
We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.
English requirements
We are not aware of any English requirements for this programme.
Other requirements
General requirements
To obtain additional information about the programme, we kindly suggest that you visit the programme website, where you can find further details and relevant resources.
Tuition Fees
Tuition fees are shown in and the most likely applicable fee is shown based on your nationality.
-
International Applies to you
Applies to youNon-residentsFree - Out-of-StateFree
Additional Details
- Audit: free access to course materials except graded items
- Certificate: a trusted way to showcase your skills
- A year of unlimited access with Coursera Plus $199
Funding
Coursera provides financial aid to learners who cannot afford the fee. Apply for it by clicking on the Financial Aid link beneath the "Enroll" button on the left. You'll be prompted to complete an application and will be notified if you are approved. You'll need to complete this step for each course in the Specialization, including the Capstone Project.
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