The course aims at providing a sound knowledge of the fundamentals of modern portfolio theory, asset allocation theory and portfolio construction techniques. It aims at giving a full picture of all steps of the investment process, from risk profiling to performance measurement, along with portfolio modelling and optimisation, rebalancing requirement, and active management. At the end of the module, participants are expected to understand the main strategies active portfolio management and portfolio measurement, and to discuss real-world examples.
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days |
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| Friday |
1-2 |
- Key steps of the investments process
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- Risk profile |
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- Portfolio modelling |
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- Asset allocation |
| Saturday |
1-2 |
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Active investments strategies |
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- Assessing the performance |
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- Case-study: Warren Buffet |
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