Active Portfolio Management & Asset Allocation

Accounting, Finance & Budgeting

Course Info

Length: 1 Week

City: Amsterdam

Type: In Classroom

Available Dates

  • Feb-14-2022

    Amsterdam

  • Mar-21-2022

    Amsterdam

  • Apr-25-2022

    Amsterdam

  • May-16-2022

    Amsterdam

  • June-13-2022

    Amsterdam

  • July-04-2022

    Amsterdam

  • Aug-29-2022

    Amsterdam

  • Sep-19-2022

    Amsterdam

  • Oct-03-2022

    Amsterdam

  • Oct-24-2022

    Amsterdam

  • Nov-07-2022

    Amsterdam

  • Nov-21-2022

    Amsterdam

  • Dec-12-2022

    Amsterdam

  • Dec-20-2022

    Amsterdam

  • Dec-26-2022

    Amsterdam

  • Jan-03-2023

    Amsterdam

Dates in Other Venues

  • Jan-31-2022

    London

  • Jan-31-2022

    Dubai

  • Feb-07-2022

    London

  • Feb-07-2022

    Dubai

  • Feb-14-2022

    Geneva

  • Feb-14-2022

    Berlin

  • Feb-21-2022

    Paris

  • Feb-21-2022

    Barcelona

  • Feb-28-2022

    Kuala Lumpur

  • Feb-28-2022

    Istanbul

  • Feb-28-2022

    Madrid

  • Feb-28-2022

    London

  • Feb-28-2022

    Dubai

  • Feb-28-2022

    Berlin

  • Mar-07-2022

    Geneva

  • Mar-07-2022

    Dubai

  • Mar-07-2022

    Berlin

  • Mar-14-2022

    London

  • Mar-21-2022

    Berlin

  • Mar-28-2022

    Kuala Lumpur

  • Mar-28-2022

    Istanbul

  • Mar-28-2022

    Madrid

  • Mar-28-2022

    Paris

  • Mar-28-2022

    London

  • Mar-28-2022

    Dubai

  • Mar-28-2022

    Barcelona

  • Apr-04-2022

    Paris

  • Apr-04-2022

    London

  • Apr-04-2022

    Dubai

  • Apr-04-2022

    Barcelona

  • Apr-11-2022

    Geneva

  • Apr-11-2022

    Berlin

  • Apr-25-2022

    Kuala Lumpur

  • Apr-25-2022

    Istanbul

  • Apr-25-2022

    Madrid

  • Apr-25-2022

    London

  • Apr-25-2022

    Dubai

  • May-09-2022

    London

  • May-09-2022

    Dubai

  • May-16-2022

    Paris

  • May-16-2022

    Geneva

  • May-16-2022

    Berlin

  • May-16-2022

    Barcelona

  • May-23-2022

    Kuala Lumpur

  • May-23-2022

    Istanbul

  • May-23-2022

    Madrid

  • May-30-2022

    London

  • May-30-2022

    Dubai

  • June-06-2022

    London

  • June-06-2022

    Dubai

  • June-13-2022

    Geneva

  • June-20-2022

    London

  • June-27-2022

    Kuala Lumpur

  • June-27-2022

    Istanbul

  • June-27-2022

    Madrid

  • June-27-2022

    Paris

  • June-27-2022

    Dubai

  • June-27-2022

    Berlin

  • June-27-2022

    Barcelona

  • July-04-2022

    Geneva

  • July-04-2022

    London

  • July-04-2022

    Dubai

  • July-04-2022

    Berlin

  • July-11-2022

    Paris

  • July-11-2022

    Barcelona

  • July-25-2022

    Kuala Lumpur

  • July-25-2022

    Istanbul

  • July-25-2022

    Madrid

  • July-25-2022

    London

  • July-25-2022

    Dubai

  • Aug-08-2022

    Paris

  • Aug-08-2022

    London

  • Aug-08-2022

    Dubai

  • Aug-08-2022

    Barcelona

  • Aug-15-2022

    Berlin

  • Aug-22-2022

    Geneva

  • Aug-29-2022

    Kuala Lumpur

  • Aug-29-2022

    Istanbul

  • Aug-29-2022

    Madrid

  • Aug-29-2022

    London

  • Aug-29-2022

    Dubai

  • Sep-05-2022

    London

  • Sep-05-2022

    Dubai

  • Sep-19-2022

    Paris

  • Sep-19-2022

    Berlin

  • Sep-19-2022

    Barcelona

  • Sep-26-2022

    Kuala Lumpur

  • Sep-26-2022

    Istanbul

  • Sep-26-2022

    Madrid

  • Sep-26-2022

    Geneva

  • Sep-26-2022

    London

  • Sep-26-2022

    Dubai

  • Oct-03-2022

    Kuala Lumpur

  • Oct-03-2022

    Istanbul

  • Oct-03-2022

    London

  • Oct-03-2022

    Dubai

  • Oct-10-2022

    Paris

  • Oct-10-2022

    Madrid

  • Oct-10-2022

    Barcelona

  • Oct-17-2022

    Kuala Lumpur

  • Oct-17-2022

    Istanbul

  • Oct-17-2022

    London

  • Oct-17-2022

    Geneva

  • Oct-17-2022

    Berlin

  • Oct-24-2022

    Madrid

  • Oct-31-2022

    Paris

  • Oct-31-2022

    Geneva

  • Oct-31-2022

    Dubai

  • Oct-31-2022

    Berlin

  • Oct-31-2022

    Barcelona

  • Nov-07-2022

    Madrid

  • Nov-07-2022

    Dubai

  • Nov-14-2022

    Kuala Lumpur

  • Nov-14-2022

    Istanbul

  • Nov-14-2022

    Paris

  • Nov-14-2022

    London

  • Nov-14-2022

    Geneva

  • Nov-14-2022

    Berlin

  • Nov-14-2022

    Barcelona

  • Nov-28-2022

    Kuala Lumpur

  • Nov-28-2022

    Istanbul

  • Nov-28-2022

    Paris

  • Nov-28-2022

    Madrid

  • Nov-28-2022

    London

  • Nov-28-2022

    Geneva

  • Nov-28-2022

    Dubai

  • Nov-28-2022

    Berlin

  • Nov-28-2022

    Barcelona

  • Dec-05-2022

    Kuala Lumpur

  • Dec-05-2022

    Paris

  • Dec-05-2022

    Madrid

  • Dec-05-2022

    London

  • Dec-05-2022

    Geneva

  • Dec-05-2022

    Dubai

  • Dec-05-2022

    Berlin

  • Dec-05-2022

    Barcelona

  • Dec-12-2022

    Istanbul

  • Dec-19-2022

    Kuala Lumpur

  • Dec-19-2022

    Paris

  • Dec-19-2022

    Madrid

  • Dec-19-2022

    Berlin

  • Dec-19-2022

    Barcelona

  • Dec-20-2022

    Kuala Lumpur

  • Dec-20-2022

    Istanbul

  • Dec-20-2022

    Madrid

  • Dec-26-2022

    Istanbul

  • Dec-26-2022

    London

  • Dec-26-2022

    Geneva

  • Dec-26-2022

    Dubai

  • Dec-27-2022

    Kuala Lumpur

  • Dec-27-2022

    Istanbul

  • Dec-27-2022

    Madrid

  • Dec-27-2022

    Paris

  • Dec-27-2022

    Geneva

  • Dec-27-2022

    London

  • Dec-27-2022

    Dubai

  • Dec-27-2022

    Berlin

  • Dec-27-2022

    Barcelona

  • Jan-03-2023

    Berlin

  • Jan-10-2023

    Paris

  • Jan-10-2023

    London

  • Jan-10-2023

    Dubai

  • Jan-10-2023

    Barcelona

  • Jan-17-2023

    Berlin

  • Jan-24-2023

    Kuala Lumpur

  • Jan-24-2023

    Istanbul

  • Jan-24-2023

    Madrid

  • Jan-24-2023

    Geneva

Course Details

Course Outline

5 days course

 

Introductions 
 
  • An overview of trends within the industry
  • The 'theoretical' backdrop – tools and concepts
  • Understanding asset allocation
  • Rebalancing and reallocation

 

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

 

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

 

Hedge funds

 

  • The key attributes of hedge funds
  • The case for investing in hedge funds
  • An overview of the trading techniques and tactics - understanding short selling, leverage and derivatives
  • Hedge fund styles and strategies

 

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

Commodities
 
  • Including commodities in the portfolio

 

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?

 

 

Course Video