Comprehensive Portfolio Management: Strategies, Techniques, and Tools

Introduction

This comprehensive course provides a deep understanding of Portfolio Management, equipping participants with the tools, techniques, and frameworks necessary for constructing and managing investment portfolios. The course is designed for both beginners and professionals, covering essential topics such as modern portfolio theory, asset allocation, performance evaluation, and risk management.

Course Objectives

• Understand the fundamentals of portfolio management.
• Apply Modern Portfolio Theory (MPT) in portfolio construction.
• Implement both active and passive portfolio management strategies.
• Evaluate and optimize portfolio performance.
• Integrate effective risk management strategies.
• Utilize financial tools and software for portfolio management.

Course outlines

Day 1: Introduction to Portfolio Management

• Fundamentals of risk and return.
• The role of diversification in portfolio construction.

Day 2: Modern Portfolio Theory (MPT) & Efficient Frontier

• Introduction to Modern Portfolio Theory.
• The Capital Market Line (CML) and Capital Asset Pricing Model (CAPM).

Day 3: Asset Allocation and Risk Management

• Strategic vs. tactical asset allocation.
• Risk management in portfolio management.
• Building a diversified portfolio.

Day 4: Performance Evaluation and Benchmarking

• Key performance metrics.
• Benchmarking and comparative analysis.
• Behavioral factors in portfolio performance.

Day 5: Advanced Topics in Portfolio Management & Real-World Applications

• Alternative investments and portfolio construction.
• ESG (Environmental, Social, and Governance) investing.
• Technology in portfolio management.