While the performance of funds in the past few years has been increasingly under scrutiny by investors, stocks, bonds and other assets such as commodities have at the same time experienced unprecedented volatility as active portfolio managers switched more frequently between risk-on and risk-off transactions. It now becomes absolutely essential to have a thorough understanding of the basics off fund and portfolio management to be able to have a balanced view of this fast expanding industry.
During this 2 day intensive course, we will define the fundamentals of fund and portfolio management, the different types of funds available, and examine the investment process for both passive and active management. We will also look at the theories, appreciating their limitations while focusing on current best practice. The programme will include an analysis of the pros and cons of the different types of assets available, the various investment styles and allocation strategies used in practice, and the tools available to monitor fund performance.
The course will examine how to choose an optimal asset mix, determine which is best suited given specific risk tolerance and constraints, and understand why and how portfolio managers can beat or match an index or a specific liability structure.
Attendees should expect to increase specialist knowledge within fund and portfolio management which can be taken away and used in a professional environment.
Differentiate between various strategies in both fixed income and equity markets
Case Study : Correlation impact on a portfolio
Case Study : Going through an example of investment policy
Case Study : Performance comparisons
Case Study : Evaluating a quoted company from a balance sheet report
Case Study: Comparing bond performance
Case Study : Risk adjusted performance analytics