Portfolio Management
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http://www.redcliffetraining.co.uk
Description and objective: Client objectives
Identifying and meeting the client's needs
Asset classes
Investment mandates
Authorised funds
FSA Investment & Borrowing Powers
Discretionary portfolios
Pension funds
Powers of pension fund trustees
Investment limits
Risk controls
Private clients
Modern Portfolio Theory
Calculating expected returns
Measuring risk
Beta, standard deviation, volatility
Other risks
FX risk, custody, settlement, business risk, legal risk etc
Benchmark risk
Fund Management Strategies
Index-tracking strategies
Sampling, optimisers, replication
Active strategies
Growth vs income strategies
Top-down vs bottom-up strategies
The demise of the balanced fund
Tilted funds
Specialist styles (eg hedge funds, alternative investments etc)
Currency overlays
Index construction
How are indices constructed?
Weighting factors, methodology of MSCI vs FTSE
Using indices as benchmarks
Effect of index rebalancing on portfolio construction
Risk management tools
BARRA
Wilshire
Quantec
Performance Measurement
Time weighted and Money weighted returns
Performance attribution
Benchmarks
Tailored benchmarks, using industry sectors, using indices
Risk-adjusted returns (Sharpe, Treynor, Jensen and Information ratios)
HOW YOU WILL BENEFIT
The course explores modern portfolio theory, investment techniques, and the major components of risk and performance measurement. Case studies and workshops are used as the basis for group discussions. Participants will be taught about the basics of portfolio management, index construction and will learn about key risk management tools and performance measurement techniques.
Contact Redcliffe Training Associates
| Phone | +44 (0)20 7631 2090 When calling be sure to mention Training Pages
| Fax | +44 (0)20 7631 2060 |
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