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International Portfolio Managment

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 cours...

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Course Short Description

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

    content

    Содержание курса

    • 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

    Входные требования к обучающемуся

    The level of training of students on the online course: those who have / are receiving higher education, second level (Master's degree)

    Длительность в неделях

    5

    Об авторах курса

    Course Staff Image #1

    Alexander Didenko,

    PhD in Economics,

    Financial University under the Government of the Russian Federation


    EDU_requests

      direction

    • 38.03.01 – 38.03.01
    • 38.03.02 – 38.03.02
    • 38.03.03 – 38.03.03

     Effort

      3

     cert

      Certificate available

     hours_per_week

      7

     hours

      40

     lectures

      30

     language

      en

     proctoring_service

      Examus

    Рейтинг курса:

    4.5 звёзд в среднем по 5 оценкам

    Оценки:

    01/25/2022

    5

    12/07/2021

    5

    12/06/2021

    5

    11/24/2021

    1

    12/31/2020

    4

    12/26/2020

    -

       teachers

      Alexander Didenko

      Alexander Didenko PhD in Economics

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