After this course you should be able to:
- describe the portfolio approach to investing;
- describe the steps in the portfolio management process;
- describe types of investors and distinctive characteristics and needs of each;
- describe defined contribution and defined benefit pension plans;
- describe aspects of the asset management industry;
- describe mutual funds and compare them with other pooled investment products.
Understanding the needs of your client and preparing an investment policy statement represent the first steps of the portfolio management process. Those steps are followed by asset allocation, security analysis, portfolio construction, portfolio monitoring and rebalancing, and performance measurement and reporting.
Course Content
Portfolio Management Theory
Investment Risk & Return
Investment Portfolio Risk & Return
Efficient Frontier Explained
Extracting Yield of US Treasury Bonds
Understanding the Sharpe Ratio
Portfolio Matrix Multiplication
The Relationship Between Algebra & Portfolio Theory
Calculating Variance Expected Return
Constructing A Portfolio - Data Overview
Calculating the Return Matrix
Calculating Variance & Co-Variance Matrix
Calculating Portfolio Expected Return
Portfolio Optimisation
Understanding Value at Risk - VaR
