- Overview of Asset Classes and Instruments
- Asset Pricing Models: CAPM, APT and Multi-Factor Models
- Diversification: Eggs, Baskets, Umbrellas and Ice Cream
- Strategic Asset Allocation and Portfolio Construction
- Quantitative Portfolio Management
- Tactical Asset Allocation
- Derivative Strategies for TAA
- Risk Monitoring and Benchmarking
Course Description
This course provides a broad overview of critical elements in the investment process; reviewing basic financial instruments and their characteristics, aspects of portfolio construction and quality control as well as forecasting risk and return. The course will also focus on some of the more practical challenges facing industry practitioners today in managing strategic and tactical portfolios through a wide range of traditional and alternative asset classes.
Although the Investment Management course was designed with professional investment managers and analysts in mind, its wide-ranging syllabus also offers an excellent guide to investment management generally. For this reason it can also be used as a knowledge-building introduction for those needing to better understand practical application of investment theory and current issues.
