Portfolio Management



Details :

The course will focus on the application of financial theory to the issues and problems of investment management. Topics will include portfolio optimization and asset allocation, the basics of bond pricing and debt portfolio management, the theory of asset pricing models and their implications for investment as well as techniques for evaluating investment management performance. The course will build upon the analytical skills developed in Financial Management. Prerequisites: Financial Management and a working knowledge of statistics. Spreadsheet proficiency is essential

  • Understanding the Investment Management and investment management industry
  • Understanding why asset allocation matters
  • Being familiar with assessing performance of asset classes
  • Learning how to choose an optimal portfolio and safety‑first selection criteria
  • Focusing on liabilities: Optimization in the surplus framework
  • Factoring models and methods
  • Bankers,
  • Risk Officers, 
  • External and Internal Auditors,
  • Anyone who wants to learn the credit risk concepts, risk modeling techniques,
  • Graduate and undergraduate students in business, finance, accounting, banking and the other related disciplines who want to join banking sector.

Day 1

  • Introduction to investment management
  • The key elements of portfolio management
  • Asset allocation
  • Rebalancing
  • Strategic asset allocation
  • Dynamic asset allocation 

Day 2

  • Portfolio management styles
  • Value/cost performance metrics
  • Estimated commercial value
  • Portfolio value vs. Cost
  • Strategic bucket budgeting

Day 3

  • Capital vs. Expense charts
  • Effort hours and RIO
  • Strategic alignment metrics
  • Effort hours by strategic category
  • Continuous improvement

Day 4

  • Selecting Project Portfolio Components
  • Resource Availability
  • Prioritizing Portfolio Components
  • Balancing the Project Portfolio
  • Providing Investment Oversight

Day 5

  • Portfolio selection and risk management
  • Measuring returns
  • Measuring risk
  • Maximizing the Sharpe ratio
  • Illiquid assets

ü  All lectures are in colourful presentation

ü  All lectures are interspersed with interactive discussion

ü  All lectures include group discussion, case history and exercises

ü  Actual industry experience is reviewed

ü  Participants receive a multicolour course manual

ü  Pictures of real incidents and case history are shown

ü  Videos on the subject are shown

09:00 to 15:00