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5 Reviews
Enhance your portfolio management skills to achieve sustainable investment returns!
5 Reviews
The Advanced Portfolio Management program is designed to equip investment practitioners with advanced knowledge and practical skills in managing diversified investment portfolios. The program focuses on portfolio construction principles and asset allocation strategies aligned with different investment objectives and risk profiles. It provides in-depth coverage of risk management techniques, including risk measurement, risk budgeting, and hedging tools to enhance portfolio stability and performance. Participants will gain a solid understanding of Modern Portfolio Theory and the efficient frontier, enabling them to optimize portfolios by balancing risk and return. The program also explores equity and fixed income portfolio strategies, as well as the strategic role of alternative investments in diversification. In addition, it covers performance measurement and attribution analysis to identify sources of return and support informed investment decision-making. The learning experience is delivered through an interactive approach that combines structured lectures, practical exercises, and team-based activities, ensuring effective application of concepts in real-world investment contexts.
Capital Market
Portfolio/ Fund
Not Exist
Lecture
Brainstroming +2
Lecture
Brainstroming
Dialogue Teams
Exercises and assignments
Other
Portfolio/Fund Managers
This provides you with the opportunity to select the available times that suit you best for participation in our program. These times represent slots during which we are ready to welcome you and provide assistance and guidance.
In Class Training-Online Training
Definition and objectives of portfolio management
Key components of portfolio management: asset allocation, diversification, and risk management
Understanding different types of investors and investment objectives
Risk tolerance and time horizon: impact on portfolio strategy
Team Exercise: Teams will form investment management firms and begin by defining the investment objectives, risk tolerance, and time horizon of their hypothetical clients. Teams will also outline the initial strategy for asset allocation
In Class Training-Online Training
Strategic vs tactical asset allocation
Diversification across asset classes: equities, fixed income, cash and alternatives
Benefits and challenges of international diversification
Re-balancing strategies: when and how to re-balance portfolios
Team Exercise: Teams will allocate their portfolio across various asset classes (equities, fixed income, alternatives) based on the client profiles they have established, justifying their asset allocation decisions
In Class Training-Online Training
Understanding portfolio risk: volatility, beta and value at risk (VaR)
Risk budgeting: how to allocate risk across asset classes
Managing specific risks: interest rate risk, credit risk, market risk
Hedging techniques and risk mitigation tools
Team Exercise: Teams will conduct a risk assessment of their portfolio and implement strategies to manage and mitigate identified risks, including the use of hedging tools or diversification adjustments
In Class Training-Online Training
Basics of Modern Portfolio Theory (MPT)
The efficient frontier: balancing risk and return
Calculating expected returns and portfolio risk
Optimizing portfolios using mean-variance analysis
Team Exercise: Teams will use the concepts of Modern Portfolio Theory to optimize their portfolio, adjusting asset weights to achieve a balance between risk and return
In Class Training-Online Training
Fixed income strategies: laddering, barbell and duration matching
Equity strategies: growth vs value investing, dividend investing
Active vs passive portfolio management: benefits and trade-offs
Introduction to factor investing and smart beta
Team Exercise: Teams will refine their portfolio by selecting specific equity and fixed income strategies, deciding on active vs passive management based on the current market environment
In Class Training-Online Training
Overview of alternative assets: hedge funds, private equity, real estate, commodities
Role of alternative investments in diversification and risk management
Liquidity, valuation, and performance considerations for alternative assets
How to incorporate alternative investments into a traditional portfolio
Team Exercise: Teams will evaluate and select alternative investments to add to their portfolio, considering the impact on overall risk, return, and liquidity
In Class Training-Online Training
Key performance metrics: total return, risk-adjusted return, Sharpe ratio
Benchmarking: selecting appropriate benchmarks for performance comparison
Attribution analysis: identifying sources of return
Team Exercise: Teams will examine the performance of their portfolios using various metrics and compare results to benchmarks. They will also perform attribution analysis to identify the sources of return
In Class Training-Online Training
Reasons for adjusting portfolios: market conditions, client needs, performance
Re-balancing strategies: calendar-based, threshold-based
Adjusting for changes in risk appetite or investment horizon
Tax implications of portfolio adjustments
Team Exercise: Based on performance evaluation and risk considerations, teams will adjust their portfolios and reallocate assets as needed, considering rebalancing strategies and potential tax implications
In Class Training-Online Training
Introduction to ESG (environmental, social and governance) factors in portfolio management
The impact of ESG on performance and risk
Integrating sustainability into investment decisions
Case studies of ESG portfolios and performance
Team Exercise: Teams will evaluate the potential to integrate ESG criteria into their portfolios, deciding whether to adjust asset allocations or investment selections to align with sustainable investment goals
Enhance fundamental knowledge of portfolio construction techniques and asset allocation aligned with various investment objectives.
Master tools for evaluating and managing risks across different asset classes to reduce risks and ensure portfolio stability.
Develop portfolio optimization skills using modern portfolio theory to achieve a balance between risk and return.
Understand the strategic role of alternative assets in diversifying portfolios and mitigating risks.
Measure performance and conduct attribution analysis to identify sources of returns and make sustainable investment decisions.
Apply acquired knowledge practically by managing a diversified portfolio, including asset planning and performance evaluation.
