Active Portfolio Management and Asset Allocation

Overview:

Introduction:

This training program is designed to provide participants with skills for optimizing investment portfolios through active decision-making and strategic asset allocation. Participants learn to analyze market trends, assess risk, and implement strategies to maximize returns while minimizing volatility.

Program Objectives:

At the end of this program, participants will be able to:

• Create reliable asset allocation models that can handle all market circumstances.

• Create and maintain ideal portfolios based on the requirements of investors.

• Examine the salient characteristics, benefits, and dangers of a wide array of asset classes, as well as how they perform under various market conditions.

• Recognize many methods for locating and capturing alpha.

• Gain a competitive edge by comprehending behavioral biases and managing them.

• Discuss the theoretical and practical concerns related to investing in many asset classes.

Targeted Audience:

• Investment professionals seeking to enhance their skills in portfolio management and asset allocation strategies.

• Financial advisors and wealth managers aiming to optimize client portfolios and investment strategies.

• Institutional investors interested in refining their portfolio management techniques.

• Employees looking to deepen their understanding of active portfolio management and asset allocation strategies for personal or professional development.

Program Outline:

Unit 1:

Introduction:

• An overview of trends within the industry.

• The 'theoretical' backdrop – tools and concepts.

• Understanding asset allocation.

• Rebalancing and reallocation.

Unit 2:

Building the equity allocation:

• Asset allocation and other portfolio construction disciplines.

• The search for 'alpha' and the importance of information.

• The emergence of SMART Beta Performance Measurement and Attribution.

• Individual investor behaviour.

• Asset class characteristics.

• Integrating alternative assets with 'traditional' asset.

Unit 3:

Building the Fixed Income Allocation:

• Overview Bond Type.

• Species of issuer.

• Risks related to earned income.

• Fixed income for emerging markets.

• Haw ratio.

• The Yield components of Asset SWAP.

• length hedging/ Convexity/ Attribution of fixed income.

Unit 4:

Risk management:

• Risk assessment.

• kinds of danger.

• Important ratios and measurements.

• Asymmetry and kurtosis.

Unit 5:

Islamic Treasury Products:

• Property.

• Getting familiar with the asset class.

• Performance benchmarks and measurement.

• Correlation.

• Commodities.

• Structured products.