Certified Portfolio Manager – Education in Copenhagen

This new certification program will provide you with the most up-to-date tools within Portfolio Management. You will learn how to analyse and optimise portfolios and get experience with establishing the investment universe and making factor-based Investments. You will learn how to choose the right investment solutions, analyse alternative investment classes and measure the performance of your decisions. The education consists of three modules. After the final module you can take an exam and thereby become a Certified Portfolio Manager.

The education is relevant for employees in the Asset Management industry working with or supporting the Portfolio Management process and for investment advisors more generally.

education-as-certified-portfolio-manager

Course description

Module 1 – Portfolio Management and Asset Allocation
October 7-8, 2019

Introduction to Portfolio Management
The Portfolio Management Process
Challenges Today
Investment Policy
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

Module 2 – Factor-based Investing and Tactical Asset Allocation
November 27-28, 2019

Factor-based Investing
What are factors?
Equity style factors
Corporate bond style factors
What explains factor rewards?
Factor performance
Implementation
Should factor investing be timed?

Tactical Asset Allocation
The TVF-approach
The high 5/6 approach
Four-phase macro-model
Other Approaches

Product Selection and Investment Solutions
Active vs. passive investments
Manager selection
Sustainability and ESG

Module 3 – Alternative Investments and Performance Measurement
December 9-10, 2019

Alternative Investments
Risks and opportunities of Alternative Investments
IRR, J-curve and fee models
Real Estate
Timberland and Farmland
Infrastructure
Private Equity and Hedge Funds
Commodities and Structured Products

Performance Measurement
Measuring Return
Time Weighted and Money Weighted
Sharpe Ratio, Treynor Index and Jensen’s Alpha
Alpha and Information Ratio
Attribution Analysis
Fixed Income Attribution
GIPS

The course is relevant to

- Portfolio Managers
- Portfolio Administrators
- Risk Managers
- Risk Controllers
- Fund Managers
- Analysts
- Investors
- Investment advisors
- Investment controllers
- Middle Office Employees
- Traders
- Dealers
- Private bankers


Course Prerequisites

A general knowledge of investment management will be beneficial.


Instructor

Christoph Junge

Frank Hvid Petersen

Henrik Lumholdt

Jørgen Just Andresen

Programme

Date 7 Oct 2019 - 10 Dec 2018
Course days 6
Location Financial Training Partner, Copenhagen
Language English
Level Intermediate
Price DKK 34.000 ex VAT (approx. EUR 4.535 ex VAT). The price covers training, lunch and refreshments, exercises between the modules, course material, exam and diploma.