Course Overview:
This is a 2-day program designed to provide fundamental understanding of portfolio management to an audience with a basic understanding of traditional asset classes such as public equities and corporate debt. We will introduce a number of alternative asset classes as well including hedge funds, private equity, and private credit/direct lending. We will cover Modern Portfolio Theory, the frameworks for performance measurement and risk management.
Primary topics:
- Active and passive fixed income portfolio management strategies
- Correctly implement a variety of yield curve strategies
- Risk and return characteristics of equity strategies
- Hedge fund strategies and the implications for diversified portfolio performance
- Investment strategy interrelationships across asset classes
- Modern Portfolio Theory in the real-world
- Measuring portfolio performance
- Portfolio performance attribution and risk measures
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