What will you in the Portfolio and Risk Management Course
Understand the theory underlying optimal portfolio construction and the practical methods used to build portfolios.
Measure and manage various facets of portfolio risk using appropriate tools and techniques.
Explore the impact of asset correlation on diversification and optimal portfolio creation.
Develop investor profiles to tailor strategic and tactical asset allocations effectively.
Gain insights from industry experts, including guest speakers from UBS, on real-world applications.
Program Overview
1. General Introduction and Key Concepts
Duration: 1 hour
Identify common mistakes in portfolio risk assessment and understand the importance of accurate risk-return trade-offs.
Learn foundational concepts such as expected returns, risk, and asset dependence.
2. Modern Portfolio Theory and Beyond
Duration: 1 hour
Delve into Modern Portfolio Theory, focusing on diversification benefits and the efficient frontier.
Understand the Capital Asset Pricing Model (CAPM) and its implications for asset pricing
3. Asset Allocation
Duration: 2 hours
Develop investor profiles based on factors like age and wealth.
Differentiate between Strategic Asset Allocation (SAA) and Tactical Asset Allocation (TAA).
Learn how to combine SAA and TAA to build portfolios that meet investor needs and adapt to market conditions.
4. Risk Management
Duration: 3 hours
Explore various facets of risk, including market, credit, and operational risks.
Apply tools and techniques to measure, manage, and hedge portfolio risks effectively.
Understand the role of risk management in maintaining portfolio performance.
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Job Outlook
Investment Analysts: Enhance skills in portfolio construction and risk assessment.
Financial Advisors: Provide clients with informed investment strategies based on risk profiles.
Portfolio Managers: Apply advanced techniques to optimize portfolio performance and manage risks.
Risk Management Professionals: Implement effective risk mitigation strategies within investment portfolios.
Specification: Portfolio and Risk Management
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