Portfolio and Risk Management

О курсе

In this course, you will gain an understanding of the theory underlying optimal portfolio construction, the different ways portfolios are actually built in practice and how to measure and manage the risk of such portfolios. You will start by studying how imperfect correlation between assets leads to diversified and optimal portfolios as well as the consequences in terms of asset pricing. Then, you will learn how to shape an investor's profile and build an adequate portfolio by combining strategic and tactical asset allocations. Finally, you will have a more in-depth look at risk: its different facets and the appropriate tools and techniques to measure it, manage it and hedge it. Key speakers from UBS, our corporate partner, will regularly add a practical perspective on these different topics as you progress through the course.

Навыки, которые вы освоите

Учитесь у экспертов

Tony Berrada

SFI Associate Professor of Finance

Ines Chaieb

SFI Associate Professor of Finance

Jonas Demaurex

Teaching Assistant

Rajna Gibson Brandon

SFI Senior Chaired Professor of Finance and Managing Director of the GFRI

Michel Girardin

Visiting Professor in Macro-finance - Project Leader for the "Investment Management" specialization

Philipp Krueger

SFI Assistant Professor of Finance

Kerstin Preuschoff

Associate Professor of Neurofinance and Neuroeconomics

Olivier Scaillet

SFI Senior Chaired Professor of Finance and Vice-dean (research) at GSEM