Portfolio Selection and Risk Management
School: Rice University
Registration Link: REGISTER HERE
Start Date: September 4, 2017
Workload: Not Specified
Instructor: Aruz Ozuguz
Credentials: Ozuguz is a visiting assistant professor to Rice. Holding a Ph.D. in INSEAD, she has previously taught at the University of Texas-Dallas, the University of North Carolina, and Queen’s University. Her interests include information economics and international finance, with her recent research being published in the Journal of Financial Economics.
Graded: Students must successfully complete all graded assignments to finish the course.
Description: Portfolios are a reflection of personality. Their components and allocation reflects how investors view the world —and the risks and tradeoffs they are willing to make. Understanding people is the cornerstone of constructing portfolios. In this course, according to Ozuguz, students will master the “the basic principles underlying optimal portfolio construction, diversification, and risk management. [They’ll] start by acquiring the tools to characterize an investor’s risk and return trade-off. [They’ll] next analyze how a portfolio choice problem can be structured and learn how to solve for and implement the optimal portfolio solution. Finally, [they’ll] learn about the main pricing models for equilibrium asset prices.”
Review: “The course is quite intense if you are not familiar with the subject, however I think it is very well explained by the lecturer. The peer assignments and quizzes provide excellent ways to test your knowledge on real examples.” For additional reviews, click here.
Additional Note: This is part of Rice’s “Financial Markets and Investment Strategy” specialization, a four course series covering financial markets, behavioral investing, and investment strategy. To learn more about the specialization and register for it, REGISTER HERE.