Portfolio and Risk Management

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Course curriculum

1. Why you should choose this course
2. Course syllabus instructions
3. Some common mistakes you will no longer make after this course portfolio risk
4. Some common mistakes you will no longer make after this course free lunch
1. Glossary instructions
2. Distribution of returns graphical representation
3. Distribution of returns numbers
4. The risk return trade off ubs guest-speaker
1. The impact of correlation the benefits of diversification
2. The impact of correlation maximizing diversification
3. Reaching the efficient frontier ubs guest-speaker
4. The efficient frontier with a risk free asset
1. Expanding the asset universe international diversification
2. Expanding the asset universe country versus industry diversification
3. Do investors diversify internationally ubs guest speaker
4. The impact of constraints on optimal portfolios
5. The pitfalls of modern portfolio theory assumptions
6. The pitfalls of modern portfolio theory investors
1. Two fund separation individual decision
2. Two fund separation market level
3. Capital market equilibrium the capital market line
4. Capital market equilibrium the capital asset pricing model
1. How our age and wealth affect our investment profile main views
2. How our age and wealth affect our investment profile robo advisors
3. The path from an investors profile to his her optimal investment strategy ubs
1. Strategic asset allocation mpt in practice definitions
2. Strategic asset allocation mpt in practice implementation
3. The importance of asset allocation instructions
4. Asset allocation versus stock picking what matters more ubs guest speaker
5. Rebalancing a portfolio to maintain the saa saa versus taa
6. Rebalancing a portfolio to maintain the saa weights and bounds
1. Key drivers of tactical asset allocation goals
2. Key drivers of tactical asset allocation implementation
3. Timing the market with tactical asset allocation shillers cape
4. Timing the market with tactical asset allocation macroeconomic tools
5. How tactical asset allocation depends on macroeconomic fundamentals ubs guest
6. How to combine strategic and tactical asset allocations ubs guest speaker
1. Defining forwards and options forwards
2. Defining forwards and options options
3. Risk as volatility
4. What about illiquidity ubs guest speaker
5. Currency risk return
6. Currency risk risk
1. Defining the value at risk
2. Computing the value at risk
3. Defining the expected shortfall
4. Computing the expected shortfall
5. Risk management applied to portfolio allocation
6. Banking regulation basel recommendations how did we get there
1. Hedging against market falls using options
2. Hedging against currency risk using forwards

About this course

Free
51 lessons
5.5 hours of video content

Portfolio and Risk Management

Course curriculum

Introduction

Useful things to know before this course

Modern portfolio theory the importance of diversification

Modern portfolio theory a step beyond

The capital asset pricing model

Investors goals and needs

Strategic asset allocation

Tactical asset allocation

Defining risk

Managing risk

Hedging

About this course