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Portfolio Management – with simulation

Course Overview

“Portfolio” is designed to give a thorough understanding of the business of investment management; structure, governance issues, creation and management of portfolios, understanding of various asset classes, performance measurement, benchmark selection, investor profiles and much more.

Course Objectives

  • participants will understand the business of asset management, structure and governance of a portfolio
  • they will gain insight into optimal asset allocation, portfolio immunisation, performance measurement and attribution
  • participants will be exposed to the structural changes & trends that are shaping the industry and the emotional factors that shape clients’ decisions
  • they will also learn about investment strategies and portfolio risk management using derivative contracts

Duration – 5 Days

Curriculum

Understanding the Asset Management Function

The Nigerian Financial Market Landscape

Introduction to Portfolio Management
Investing vs Financing, Role of Governance in Effective Portfolio Management

The Portfolio Management Process
Investment Philosophies, Understanding Investor Objectives and Expectations, Defining Risk Appetite, Preparing the Investment Policy Statement, Portfolio Construction & Maintenance, Portfolio Optimisation – Factor Model, Determining Appropriate Benchmarks

Modern Portfolio Theory
Economic Drivers, The Role of Liquidity & Sentiments

Investment Products & Instruments – Pricing/Trading/Risks
Money Market, Fixed Income, Equities, REITs

Introduction to Alternative Asset Classes
Credit–Structured Products, Mutual Funds, Hedge Funds, Private Equity

Performance Measurement - GIP Standards & Guidance
Time-Weighted, Dollar Weighted

Performance Attribution & Analysis

Bond Portfolio Immunisation

Investment Management Styles

Behavioural Finance in Portfolio Management