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.
International Portfolio Managment
Tomsk State University via Coursera
This course may be unavailable.
Overview
Syllabus
- Introduction
- Week 1. Users, Universes and Industry
- Week 2. Assessing managers and algorithms
- Week 3. Asset allocation in real and imaginary world
- Week 4. The struggle for robustness
- Week 5. Information sets and global portfolios
Taught by
Alexander Didenko
