Introduction:

This training program is designed to equip investment professionals with the strategic, analytical, and decision-making skills required to manage investment portfolios in dynamic financial markets. Based on global best practices and the structure of leading programs, this course addresses the critical elements of asset allocation, portfolio construction, risk management, and performance evaluation.

Objectives:

By the end of the program, participants will be able to:

• Understand the principles and frameworks of strategic investment management.

• Analyze and construct investment portfolios aligned with institutional objectives.

• Evaluate and optimize asset allocation strategies using financial models.

• Identify and mitigate investment risks across asset classes.

• Apply performance measurement techniques to assess portfolio effectiveness.

Target Audience:

• Portfolio Managers.

• Investment Analysts.

• Wealth Managers.

• Financial Consultants.

• Risk Management Officers.

• Board Members of Pension/Investment Funds.

• Corporate Finance Professionals.

Program Outline:

Unit 1:

Foundations of Strategic Investment Management:

• Definition and strategic role of investment management.

• Types of investors and investment mandates.

• The investment process: objectives, constraints, and governance.

• Overview of financial markets and asset classes.

Unit 2:

Asset Allocation and Portfolio Construction:

• Strategic vs. tactical asset allocation.

• Capital Market Expectations and economic outlook integration.

• Diversification principles and risk-return trade-offs.

• Building portfolios using traditional and alternative asset classes.

Unit 3:

Equity, Fixed Income, and Alternative Investments:

• Equity portfolio management styles (active, passive, smart beta).

• Fixed income strategies and interest rate sensitivity.

• Real assets, private equity, hedge funds, and commodities.

• Evaluating the role of alternative investments in institutional portfolios.

Unit 4:

Risk Management in Investment Portfolios:

• Identifying types of investment risk (market, credit, liquidity, etc.).

• Risk budgeting and limits.

• Risk-adjusted return metrics (Sharpe, Sortino, Alpha, Beta).

• Scenario analysis and stress testing.

Unit 5:

Performance Measurement and Evaluation:

• Measuring investment returns: time-weighted vs. money-weighted.

• Benchmark selection and relative performance analysis.

• Attribution analysis (allocation, selection, interaction effects).

• Continuous improvement through performance feedback loops.