Certificate of Achievement
has completed the following course:
Introduction to Quantitative Investing
Sungkyunkwan University (SKKU)
As world financial markets have become increasingly complex, we are required to understand financial economics and complex statistical and mathematical models to process information accurately and promptly. Through various tasks, learners were expected to have studied the following concepts during the course; the definition of risk and return, analysis of investment's characteristics through programming, and the construction of a diversified portfolio.
6 weeks, 3 hours per week
Youngju Nielsen
Sungkyunkwan University (SKKU)
Transcript
Learning outcomes
- Calculate the return and risk of an investment.
- Evaluate the portfolio return and risk, and understand how covariance affects the overall portfolio risk.
- Demonstrate the ability to code the optimal portfolio construction process using R.
- Identify the mean-variance optimal portfolio both conceptually and empirically.
- Develop a single/multiple factor model and calculate the expected return of an investment.
Syllabus
- Securities analysis
- Capital allocation
- Understanding market risk
- Securities valuation (CAPM, APM)
- Optimal investment portfolio construction
Issued on 29th October 2021
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This certificate represents proof of learning. It is not a formal qualification, degree, or part of a degree.