Master Active Portfolio Management & Asset Allocation

Course Description

This comprehensive 5-day course equips financial professionals with advanced skills in active portfolio management and asset allocation. Participants will learn cutting-edge strategies to optimize investment returns, manage risk effectively, and navigate complex market conditions. The course combines theoretical foundations with practical applications, preparing attendees to excel in the dynamic world of investment management.

Learning Objectives

• Develop expertise in active portfolio management techniques
• Master strategic and tactical asset allocation strategies
• Enhance risk management and performance evaluation skills
• Apply advanced quantitative methods in portfolio construction
• Understand behavioral finance implications on investment decisions
• Implement factor-based and alternative investment strategies

Course Modules

Day 1: Foundations of Active Portfolio Management

• Active vs. passive management approaches
• Market efficiency and alpha generation
• Fundamental and quantitative analysis techniques
• Portfolio construction principles

Day 2: Asset Allocation Strategies

• Strategic, tactical, and dynamic asset allocation
• Multi-asset class portfolio management
• Risk budgeting and factor-based allocation
• Alternative investments in portfolio construction

Day 3: Risk Management and Performance Evaluation

• Advanced risk measurement techniques
• Hedging strategies and derivatives usage
• Performance attribution analysis
• Benchmark selection and risk-adjusted return measures

Day 4: Quantitative Methods in Portfolio Management

• Modern Portfolio Theory and beyond
• Factor models and smart beta strategies
• Machine learning applications in asset management
• Optimization techniques for portfolio construction

Day 5: Behavioral Finance and Market Dynamics

• Cognitive biases in investment decision-making
• Market anomalies and inefficiencies
• Adaptive markets hypothesis
• Integrating ESG factors in portfolio management

Practical Wins for Participants

• Develop a comprehensive active management strategy
• Create a robust asset allocation framework
• Implement advanced risk management techniques
• Design a factor-based investment approach