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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:

  • 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

    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

    Course Staff Image #1

    Alexander Didenko

    PhD in Economics

    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
    1. Course Number

      IPM
    2. Course Launched

    3. Classes End

    4. Effort

      3
    5. direction

      38.03.01 – 38.03.01
      38.03.02 – 38.03.02
      38.03.03 – 38.03.03
    6. duration

      5
    7. hours_per_week

      7
    8. lectures

      30
    9. language

      en
    10. cert

      true
    11. business_version

      10

    12. EDU_requests

    Рейтинг курса:

    4.5 звёзд в среднем по 4 оценкам

    Оценки:

    12/31/2020

    4

    12/26/2020

    -

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