Course description
Asset allocation is an investment portfolio technique that aims to balance risk by dividing assets among major categories such as cash, bonds, stocks, real estate, and derivatives.
The consensus among most financial professionals is that asset allocation is one of the most important decisions investors make.
The Active Portfolio Management & Asset Allocation course reviews in detail the latest developments and best practices within the banking and finance industry, with a key focus on asset allocation, portfolio construction, style management strategies, performance measurement and popular thematic trends.
Upcoming start dates
Upcoming start dates
Suitability - Who should attend?
The Active Portfolio Management & Asset Allocation course is designed for:
Delegates with a knowledge of the fundamentals of modern portfolio theory, asset allocation theory, equity analysis and portfolio construction techniques.
Outcome / Qualification etc.
After attending this The Active Portfolio Management & Asset Allocation course you will know how to:
- Design robust asset allocation models for all market conditions
- Build and maintain optimal portfolios based on investor needs
- Analyse the key features, advantages and risks of a broad range of asset classes and their performance in different market conditions
- Recognise different approaches to identifying and capturing alpha
- Gain competitive advantage from understanding behavioural biases and how to manage them
- Address the theoretical and practical issues in connection with multi asset class investing
Training Course Content
Day 1
Introductions
- An overview of trends within the industry
- The 'theoretical' backdrop – tools and concepts
- Understanding asset allocation
- Rebalancing and reallocation
Day 2
Building the equity allocation
- Asset allocation and other portfolio construction disciplines
- The search for 'alpha' and the importance of information ratios
- The emergence of SMART Beta
- Performance Measurement and Attribution
- Individual investor behaviour
- Asset class characteristics
- Integrating alternative assets with 'traditional' asset classes
Day 3
Building the Fixed Income Allocation
- Overview
- Type of bond
- Type of issuer
- Risks associated with fixed income
- Emerging Market Fixed income
- Hedge ratio
- Asset SWAP’s
- Yield components
- Duration hedging
- Convexity
- Fixed income attribution
Day 4
Risk management
- Measuring risk
- Types of risk
- The key ratios and measures
- Skewness and Kurtosis
Private equity
- Definition of Private Equity
- The main sources of Private Equity
- The case for Private Equity
- Constructing the Private Equity portfolio
- Monitoring the portfolio and measuring performance
- Measuring correlation with public markets
- Current trends in the market place
Property
- Gaining exposure to the asset class
- Performance measurement and benchmarks
- Correlation
Day 5
Structured products
- What are structured products?
- Foreign exchange products
- Certificates
- Index
- Basket
- Comparison with mutual funds
- Covered warrants
- Capital guarantee and protection products
- Vanilla products
- Portfolio insurance
- Maximum return products
- Discount certificates
- Reverse convertibles
- Derivatives
- Exchange Traded Funds – tools for tactical asset allocation
- Ad hoc solutions or part of portfolio construction?
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