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Portfolio Management
Rating: 3.9 out of 5(7 ratings)
49 students

Portfolio Management

An introduction to portfolio management, optimization, and construction
Created byM Waterton
Last updated 5/2021
English
English [Auto],

What you'll learn

  • Portfolio management
  • Portfolio construction
  • Portfolio construction in excel
  • Portfolio optimization in excel

Course content

4 sections • 12 lectures • 2h 41m total length

  • Introduction1:40

    Master portfolio management and construction in Excel, building the efficient frontier, covariance matrices, and minimum variance portfolios, while exploring single index and Fama-French three-factor models to optimize returns.

Requirements

  • Basic mathematics

Description

This course covers the basics of portfolio management. It covers common stock return models , portfolio construction methods and optimization models, and capital markets more generally. The aim of the course is to equip students with the knowledge necessary to form a basic portfolio and to understand the drivers of stock returns and of alpha. In many places, the course includes practical examples, including in Microsoft Excel.


Key concepts covered include: 

  • Stock return models and alpha (i.e., single index model, fama french three factor model, CAPM).

  • Portfolio construction methods (i.e., minimum variance, mean variance, markowitz)

  • Additional things to look for when trading.

Who this course is for:

  • Business students and professionals with an interest in portfolio management and investment
  • People interested in investment and investment management

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