Portfolio Construction& Management Technique -Basic

Portfolio Construction& Management Technique -Basic

 

Date & Location: (8-12/April) Istanbul – ( 12-16/Aug) 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: REVIEW OF FIXED INCOME CONCEPTS

  • Fixed income arithmetic
  • Fixed income instruments
  • Term structures of rates and yields
  • How are bonds traded?
  • Fixed income risk: Duration and Convexity
  • Corporate bonds: Credit risk

  DAY 2

MODULE 2: PASSIVE FIXED INCOME PORTFOLIO MANAGEMENT

  • Fixed income indexes
  • Index funds and replication techniques
  • Tracking error minimization
  • Cash flow matching
  • Immunization techniques

 DAY 3

MODULE 3: ACTIVE FIXED INCOME PORTFOLIO MANAGEMENT

  • Rate prediction strategies
  • Yield curve strategies
  • Interest rate scenario analysis
  • Credit strategies
  • Tactical allocation strategies
  • Relative value stategies

DAY 4

MODULE 4: REVIEW OF EQUITY VALUATION TECHNIQUES

  • Importance and quality of earnings
  • Present value models
  • Multiples based valuation
  • Asset-based valuation models
  • Industry and company analysis

DAY 5

MODULE 5: EQUITY STRATEGIES: FROM STOCK PICKING TO PORTFOLIO MANAGEMENT

  • Structuring an equity portfolio
  • Use of indexes
  • Translating information into investment ideas
  • Hedging with options
  • Short selling
  • Growth strategies
  • Value strategies
  • Blended strategies