Active Portfolio Management & Asset Allocation

Course Info

Length: 1 Week

City: Kuala Lumpur

Type: In Classroom

Available Dates

  • Mar-04-2024

    Kuala Lumpur

  • Apr-01-2024

    Kuala Lumpur

  • Apr-22-2024

    Kuala Lumpur

  • May-06-2024

    Kuala Lumpur

  • June-03-2024

    Kuala Lumpur

  • July-01-2024

    Kuala Lumpur

  • July-22-2024

    Kuala Lumpur

  • Aug-05-2024

    Kuala Lumpur

  • Sep-02-2024

    Kuala Lumpur

  • Sep-23-2024

    Kuala Lumpur

  • Oct-07-2024

    Kuala Lumpur

  • Nov-04-2024

    Kuala Lumpur

  • Dec-02-2024

    Kuala Lumpur

  • Dec-23-2024

    Kuala Lumpur

Dates in Other Venues

  • Feb-26-2024

    London

  • Feb-26-2024

    Amsterdam

  • Mar-04-2024

    Istanbul

  • Mar-11-2024

    Paris

  • Mar-11-2024

    Singapore

  • Mar-18-2024

    Dubai

  • Mar-18-2024

    Barcelona

  • Mar-25-2024

    London

  • Mar-25-2024

    Amsterdam

  • Apr-01-2024

    Istanbul

  • Apr-08-2024

    Singapore

  • Apr-08-2024

    Paris

  • Apr-15-2024

    Dubai

  • Apr-15-2024

    Barcelona

  • Apr-22-2024

    Amsterdam

  • Apr-29-2024

    Istanbul

  • Apr-29-2024

    London

  • May-06-2024

    Istanbul

  • May-13-2024

    Paris

  • May-13-2024

    Singapore

  • May-20-2024

    Dubai

  • May-20-2024

    Barcelona

  • May-27-2024

    London

  • May-27-2024

    Amsterdam

  • June-03-2024

    Istanbul

  • June-10-2024

    Singapore

  • June-10-2024

    Paris

  • June-17-2024

    Dubai

  • June-17-2024

    Barcelona

  • June-24-2024

    London

  • June-24-2024

    Amsterdam

  • July-01-2024

    Istanbul

  • July-08-2024

    Singapore

  • July-08-2024

    Paris

  • July-15-2024

    Barcelona

  • July-15-2024

    Dubai

  • July-22-2024

    Amsterdam

  • July-29-2024

    Istanbul

  • July-29-2024

    London

  • Aug-05-2024

    Istanbul

  • Aug-12-2024

    Singapore

  • Aug-12-2024

    Paris

  • Aug-19-2024

    Dubai

  • Aug-19-2024

    Barcelona

  • Aug-26-2024

    Amsterdam

  • Aug-26-2024

    London

  • Sep-02-2024

    Istanbul

  • Sep-09-2024

    Singapore

  • Sep-09-2024

    Paris

  • Sep-16-2024

    Dubai

  • Sep-16-2024

    Barcelona

  • Sep-23-2024

    Amsterdam

  • Sep-30-2024

    London

  • Sep-30-2024

    Istanbul

  • Oct-07-2024

    Istanbul

  • Oct-14-2024

    Paris

  • Oct-14-2024

    Singapore

  • Oct-21-2024

    Barcelona

  • Oct-21-2024

    Dubai

  • Oct-28-2024

    London

  • Oct-28-2024

    Amsterdam

  • Nov-04-2024

    Istanbul

  • Nov-11-2024

    Singapore

  • Nov-11-2024

    Paris

  • Nov-18-2024

    Dubai

  • Nov-18-2024

    Barcelona

  • Nov-25-2024

    London

  • Nov-25-2024

    Amsterdam

  • Dec-02-2024

    Istanbul

  • Dec-09-2024

    Paris

  • Dec-09-2024

    Singapore

  • Dec-16-2024

    Dubai

  • Dec-16-2024

    Barcelona

  • Dec-23-2024

    Amsterdam

  • Dec-30-2024

    Istanbul

  • Dec-30-2024

    London

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