Portfolio Construction & Management Technique –Basic
Course Code: FA30
►Course Objective
- Modern portfolio theory, mean-variance optimization and traditional asset allocation and portfolio construction techniques
- The mathematics of portfolio diversification and over-diversification
- The limitations of modern portfolio theory
- Factor and risk-based portfolio construction
- Risk and performance
- Building multi-asset class and multi-manager portfolios
►Target Audience
- Portfolio Managers and Analyst
- Wealth Managers and Private Bankers
- Treasury personnel
- Risk managers
- Traders
- Investment Strategists
►Course Outline
DAY 1
MODULE 1: MODERN PORTFOLIO THEORY
- Systematic vs. Unsystematic Risk
- Diversification
- Deriving beta
DAY 2
MODULE 2: INTRODUCTION TO HEDGE FUNDS
- Traditional investments and alternative assets
- Role of hedge funds in an investor’s portfolio
- History of the industry
- Size and growth of the Industry
DAY 3
MODULE 3: HEDGE FUND OPERATIONS
- Governing regulations
- Legal structures
- Documentation
- Outside service providers
- Prime brokerage
DAY 4
MODULE 4: HEDGE FUND STRATEGIES
- Market directional
- Corporate restructuring
- Convergence trading
- Opportunistic strategies
DAY 5
MODULE 5: ISSUES FOR HEDGE FUND INVESTORS
- Who can invest in hedge funds
- Due diligence
- Fees
- Portfolio monitoring
- Benchmarks and biases
- Leverage
- Risks for hedge funds
- Fund of funds
- Portfolio construction
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