Alexander Didenko
PhD in Economics
International Portfolio Managment
About 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. This 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.Result
You will know:
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
competences
- the ability to use the basics of economic knowledge in the fields of activity
- the ability to self-organize and self-educate
- the ability to select tools for processing economic data in accordance with the task, analyze the results of calculations and justify the conclusions obtained
teachers
requirements
The level of training of students on the online course: those who have / are receiving higher education, second level (Master's degree)
content
- Week 1. Users, Universes and Industry
- Week 2. Assessing managers and algorithms
- Week 3. Asset allocation in real and imaginary world
- Week 4. Advanced methods
- Week 5. Information sets and global portfolios