In this course, you will gain an understanding of the theory underlying optimal portfolio construction, the different ways portfolios are actually built in practice and how to measure and manage the risk of such portfolios.
You will start by studying how imperfect correlation between assets leads to diversified and optimal portfolios as well as the consequences in terms of asset pricing. Then, you will learn how to shape an investor's profile and build an adequate portfolio by combining strategic and tactical asset allocations. Finally, you will have a more in-depth look at risk: its different facets and the appropriate tools and techniques to measure it, manage it and hedge it.
Understand the theoretical foundations of optimal portfolio construction, including the principles of diversification and the impact of imperfect correlation between assets on portfolio risk and return.
Learn practical methods for building portfolios, incorporating both strategic and tactical asset allocations to align with investor profiles and objectives.
Develop a solid understanding of statistics and mathematics essential for portfolio construction and optimization, including benchmarking and portfolio optimization techniques.
Acquire skills in constructing multi-asset and multi-currency VAR models, setting risk limits, and conducting risk-based performance analysis to ensure effective portfolio management.
Learn how to prepare comprehensive portfolio risk reports, integrating risk metrics such as duration, convexity, volatility, VAR, and liquidation period to communicate portfolio risk profiles effectively to stakeholders.
Gain proficiency in measuring and managing portfolio risk through the application of various risk tools and techniques
People who sponsor, manage or participate in projects and business change programs=Portfolio Directors, Portfolio Analysts and PMO Managers=Executives and managers aspiring to Executive level in project intensive industries
