Apply advanced quantitative modeling skills to develop and present strategic business recommendations using real financial data.
Apply advanced quantitative modeling skills to develop and present strategic business recommendations using real financial data.
This course cannot be purchased separately - to access the complete learning experience, graded assignments, and earn certificates, you'll need to enroll in the full Business and Financial Modeling Specialization program. You can audit this specific course for free to explore the content, which includes access to course materials and lectures. This allows you to learn at your own pace without any financial commitment.
4.6
(481 ratings)
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English
پښتو, বাংলা, اردو, 2 more
What you'll learn
Calculate and analyze historical financial returns
Develop optimal investment portfolios
Implement portfolio optimization techniques
Apply CAPM and regression analysis
Create mixed-asset allocation strategies
Present data-driven investment recommendations
Skills you'll gain
This course includes:
6.6 Hours PreRecorded video
6 quizzes
Access on Mobile, Tablet, Desktop
FullTime access
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There are 5 modules in this course
This comprehensive capstone project leverages the Wharton Research Data Services (WRDS) platform to apply advanced financial modeling techniques. Students analyze historical financial data to calculate returns, develop optimal portfolios, and create investment strategies. The curriculum covers portfolio variance analysis, efficient frontier optimization, CAPM implementation, and mixed-asset allocation strategies. The course culminates in a professional presentation recommending strategic investment decisions based on quantitative analysis.
Getting Started
Module 1 · 1 Hours to complete
Steps 1 and 2: Yahoo Finance
Module 2 · 3 Hours to complete
Step 3: Creating an optimal risky portfolio on the efficient frontier
Module 3 · 3 Hours to complete
Step 4: Optional exercise using CAPM tables
Module 4 · 1 Hours to complete
Step 5: Creating Your Asset Allocation & Final Presentation
Module 5 · 3 Hours to complete
Instructors
Professor of Accounting
Robert W. Holthausen is the Ernst and Young and Nomura Securities Company Professor of Accounting and Finance at The Wharton School, University of Pennsylvania, where he also serves as the Chairman of the Department of Accounting. Before joining Wharton, he was a Professor of Accounting and Finance at the University of Chicago's Graduate School of Business. Holthausen earned his Ph.D. and M.B.A. from the University of Rochester, and prior to his academic career, he worked as a CPA at Price Waterhouse and in finance at Mobil.His research interests encompass various topics in finance and accounting, including management compensation, governance structures, corporate restructuring, and the effects of information on stock prices and volume. His work has been published in prestigious journals such as the Journal of Accounting Research, The Accounting Review, and the Journal of Finance. Holthausen has received numerous teaching awards for his courses in investment management and valuation, including the David J. Hauck Award at Wharton. He is currently the academic director of Wharton’s Mergers and Acquisitions program and has consulted for various companies on issues related to compensation, investment strategies, and valuation analysis.
Professor of Accounting
Richard Lambert is a Professor of Accounting at The Wharton School, University of Pennsylvania, where he specializes in financial and managerial accounting. His research focuses on the relationship between information and the cost of capital in firms, as well as how organizations utilize information for performance evaluation. Lambert's scholarly work has been published in esteemed journals such as The Accounting Review, Journal of Accounting Research, and Strategic Management Journal. He has received several teaching awards for his contributions to education, demonstrating a commitment to excellence in teaching.In addition to his research, Professor Lambert teaches various courses, including electives in financial reporting for MBA and WEMBA programs, the core financial accounting course for WEMBA students, and doctoral seminars. He has previously held academic positions at the Kellogg School of Management at Northwestern University and the Graduate School of Business at Stanford University. Lambert earned his Ph.D. from Stanford University in 1982, an M.S. in Statistics from Stanford in 1980, and a B.E.E. in Electrical Engineering from the Georgia Institute of Technology in 1977. His extensive experience and expertise make him a prominent figure in the field of accounting education and research
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4.6 course rating
481 ratings
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