Курс находится на доработке и временно не продается
Our course explains how today's portfolio management industry differs from the Harry Markowitz model and how to master it on your own using the Mythbusters' method and R project as your home financial laboratory
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About the course
The course is designed in English to help students understand the international financial language, navigate the functionality of Bloomberg and RStudio programs and operate with terms. Not sure in your English? All videos of the course also contain Russian subtitles.
You will know
the most advanced portfolio management techniques to be used within active, passive and semi-active approaches to investments
approaches to conducting empirical experiments and backtests
ways to assess the effectiveness of various approaches in portfolio management
You will learn
how to understand modern terminology, mathematical notation and R language listings
how to use Bloomberg functionality of portfolio optimization and analysis
how to understand both scientific and professional literature on portfolio management
Who is the course for?
Masters in Finance, Engineering, Mathematical Disciplines
"Advanced" bachelors of 2–4 years of study
Professionals who want to upgrade their skills
Programmers wishing to qualify in the investment industry
How to start?
1
Sign up
Within a day after payment you will receive all necessary instructions
2
Watch video lectures
Go through the course, watch the videos and additional materials. In the course there are no strict deadlines: you can choose a comfortable pace
3
Decide if you need a certificate
Complete the tests so you can get the certificate
What do you get?
Video lectures and materials
Open access to all lectures and questions for self-examination
Techsupport
If you have technical difficulties, our staff will help you
Сertificate
Receive a personal certificate of Lektorium after completing the course tasks successfully
Course program
Big Picture
Model of the User
Instruments
The Industry
Factor Philosophy
The Future of the Industry
Brinson–Hood–Beebower Study
Fundamental Law of Investing
Performance Ratios
Holdings-based attribution
Returns-based attribution
Backtests
Allocation Algorithms
Markowitz and beyond
Drawbacks of MVO
Robust inputs
Optimization in the Real World
Black–Litterman approach
Portfolios from Sorts
Scenarios vs. Optimization
Copula opinion pooling
Benchmarking
Indexation
Data-driven active investments
Theory-driven active investments: technical theories
Theory-driven active investments: fundamental theories
Hedge Funds
Sector Rotation
Tilted Allocation / Smart Beta
Managing Alpha
Lecture examples
1.1. Big Picture
1.6 The Future of the Industry
author
sponsor
PhD in Economics. Scientific interests: portfolio models; econophysics, financial markets and complexity; asset pricing and volatility modelling; rationality of investment managers and analysts; green economics; applications of data envelopment analysis in economics, management and finance
Alexander Didenko
The Financial University under the Government of the Russian Federation
The Financial University
Course Details
Duration of the course
5 weeks
Production
Lektorium and The Financial University under the Government of the Russian Federation
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