Portfolio Management and Asset Allocation

Course description

This course gives you a thorough introduction to portfolio management and teaches you the necessary steps to a successful portfolio optimisation. The course is relevant for employees in the asset management industry working with or supporting the portfolio management process and for investment advisors more generally.

Course content

– Introduction to Portfolio Management
– The Portfolio Management Process
– Challenges Today
– Investment Objectives
– Time Horizon and Risk Tolerance
– Constraints
– Traditional Asset Classes and their Characteristics
– Cash, Fixed income, Credit, Equities
– Strategic Asset Allocation
– Fixed vs. dynamic SAA-structure
– Long term Forecasting
– Risk, Returns and Correlations
– Risk Measures for Portfolios
– Optimisation
– Classical Markowitz
– Problems with Markowitz
– Alternative solutions
– Benchmarks

The course is relevant to

– Portfolio Managers
– Risk Managers
– Risk Controllers
– Fund Managers
– IT-developers
– Investors
– Middle Office Employees
– Traders
– Dealers
– Private bankers

Prerequisites

– Portfolio Managers
– Risk Managers
– Risk Controllers
– Fund Managers
– IT-developers
– Investors
– Middle Office Employees
– Traders
– Dealers
– Private bankers

Dates

28 Sep 2020 - 29 Sep 2020

Instructor on this course

Frank Hvid Petersen

Frank Hvid Petersen

Frank Hvid Petersen has a solid theoretical and practical experience with macroeconomics and financial markets after almost 25 years of working in the financial sector. He has been Head of Strategy and Portfolio Management at Carnegie Wealth Management and a portfolio manager of global equities and fixed income. Today he has his own advisory firm.

Previous positions include joint Head of Strategic Investment Advise and Chief investment Strategist at Nordea including chairman of Nordea’s Global Investment Committee. Before that he was economist, chief economist and chief equity strategist at Alfred Berg.

He has won several top rankings in the annual Prospera institutional investor rankings of best macroeconomic and equity strategy analysts. He holds a M.Sc. (Econ) and has extensive teaching and presentation experience.

Frank teaches Macroeconomics and Portfolio Management

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