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Managing investment portfolios is as much a science as it is an art. This course introduces delegates to the advanced topics within portfolio construction, allocation, and returns. We will apply multifactor models to modern portfolio theory in order to assess returns. Active management and its determinants will also be analyzed and scrutinized by applying risk and return metrics such as the Sharpe ratio. The objective of this course is to develop the intuition and tools to plan, construct, and assess investments within an actual portfolio.
Managing investment portfolios is as much a science as it is an art. This course introduces delegates to the advanced topics within portfolio construction, allocation, and returns. We will apply multifactor models to modern portfolio theory in order to assess returns. Active management and its determinants will also be analyzed and scrutinized by applying risk and return metrics such as the Sharpe ratio. The objective of this course is to develop the intuition and tools to plan, construct, and assess investments within an actual portfolio.
Capital Market
Not Exist
Financial professionals from managers, supervisors, and senior staff who want to improve their understanding and usage of portfolio management.
Purchase Program
( 0)Available
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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.
Understand the basics of valuation concepts
Describe the portfolio approach to investing
Identify the types of investors and the distinct characteristics and return requirements of each
Describe and compare macroeconomic factor models, fundamental factor models, and statistical factor models
Describe the uses of multifactor models and interpret the output analyses based on the multifactor models
Explain the use of value at risk (VaR) in measuring portfolio risk
Explain the role of expectations and changes in expectations in market valuations
Calculate and interpret the information ratio and contrast it to the Sharpe Ratio
