General Introduction and Key Concepts-Introduction
Why you should choose this course
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Course syllabus
Some common mistakes you will no longer make after this course – Portfolio risk
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Some common mistakes you will no longer make after this course – Free lunch
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General Introduction and Key Concepts-Useful things to know before this course
Glossary
Distribution of returns - Graphical representation
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Distribution of returns - Numbers
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The risk-return trade-off - UBS guest speaker
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Modern Portfolio Theory and Beyond-Modern Portfolio Theory: The importance of diversification
The impact of correlation - The benefits of diversification
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The impact of correlation - Maximizing diversification
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Reaching the efficient frontier - UBS guest speaker
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The efficient frontier with a risk-free asset
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Modern Portfolio Theory and Beyond-Modern Portfolio Theory: A step beyond
Expanding the asset universe - International diversification
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Expanding the asset universe - Country versus industry diversification
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Do investors diversify internationally? - UBS guest speaker
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The impact of constraints on optimal portfolios
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The pitfalls of Modern Portfolio Theory - Assumptions
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The pitfalls of Modern Portfolio Theory - Investors
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Modern Portfolio Theory and Beyond-The Capital Asset Pricing Model
Two-fund separation - Individual decision
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Two-fund separation - Market level
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Capital market equilibrium - The Capital Market Line
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Capital market equilibrium - The Capital Asset Pricing Model
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Asset Allocation-Investors' goals and needs
How our age and wealth affect our investment profile - Main views
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How our age and wealth affect our investment profile - Robo-advisors
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The path from an investor's profile to his/her optimal investment strategy - UBS guest speaker
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Asset Allocation-Strategic asset allocation
Strategic asset allocation: MPT in practice - Definitions
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Strategic asset allocation: MPT in practice - Implementation
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The importance of asset allocation
Asset allocation versus stock picking: what matters more? - UBS guest speaker
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Rebalancing a portfolio to maintain the SAA - SAA versus TAA
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Rebalancing a portfolio to maintain the SAA - Weights and bounds
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Asset Allocation-Tactical asset allocation
Key drivers of tactical asset allocation - Goals
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Key drivers of tactical asset allocation - Implementation
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Timing the market with tactical asset allocation - Shiller's CAPE
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Timing the market with tactical asset allocation - Macroeconomic tools
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How tactical asset allocation depends on macroeconomic fundamentals - UBS guest speaker
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How to combine strategic and tactical asset allocations - UBS guest speaker
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Risk Management-Defining risk
Defining forwards and options - Forwards
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Defining forwards and options - Options
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Risk as volatility?
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What about illiquidity? - UBS guest speaker
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Currency risk - Return
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Currency risk - Risk
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Risk Management-Managing risk
Defining the Value-at-Risk
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Computing the Value-at-Risk
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Defining the Expected Shortfall
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Computing the Expected Shortfall
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Risk management applied to portfolio allocation
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Banking regulation & Basel recommendations: How did we get there?
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Risk Management-Hedging
Hedging against market falls (using options)
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Hedging against currency risk (using forwards)
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