Portfolio Construction& Management Technique – Advance

Portfolio Construction& Management Technique – Advance

 

Date & Location: (21-25/May) Istanbul – ( 17-21/Sep) Kuala Lumpur


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Course Overview

Introduction:

Quantitative methods for modern asset allocation and portfolio construction and monitoring
This training course covers the quantitative tools used in portfolio construction for traditional and alternative asset classes. Using a mixture of Excel-based exercises and case studies, the course provides practitioners with practical lessons in traditional and advanced portfolio construction techniques.

 

Program Objectives:

Key areas covered:

  • Modern portfolio theory, mean-variance optimization and traditional asset allocation and portfolio construction techniques
  • The mathematics of portfolio diversification and over-diversification
  • The limitations of modern portfolio theory
  • Factor and risk-based  portfolio construction
  • Risk and performance
  • Building multi-asset class and multi-manager portfolios

 

Who Should Attend?

The course is suitable for:

  • Portfolio Managers and Analyst
  • Wealth Managers and Private Bankers
  • Treasury personnel
  • Risk managers
  • Traders
  • Investment Strategists

 

Program Outline:

DAY 1

MODULE 1: MODERN PORTFOLIO THEORY

  • Systematic vs. Unsystematic Risk
  • Diversification
  • Deriving beta

 DAY 2

MODULE 2: INTRODUCTION TO HEDGE FUNDS

  • Traditional investments and alternative assets
  • Role of hedge funds in an investor’s portfolio
  • History of the industry
  • Size and growth of the Industry

 DAY 3

MODULE 3: HEDGE FUND OPERATIONS

  • Governing regulations
  • Legal structures
  • Documentation
  • Outside service providers
  • Prime brokerage

DAY 4

MODULE 4: HEDGE FUND STRATEGIES

  • Market directional
  • Corporate restructuring
  • Convergence trading
  • Opportunistic strategies

DAY 5

MODULE 5: ISSUES FOR HEDGE FUND INVESTORS

  • Who can invest in hedge funds
  • Due diligence
  • Fees
  • Portfolio monitoring
  • Benchmarks and biases
  • Leverage
  • Risks for hedge funds
  • Fund of funds
  • Portfolio construction