Portfolio Management and Asset Allocation – Course in Copenhagen

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 description

– 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

Course Prerequisites

A general knowledge of investment management will be beneficial.


Frank Hvid Petersen

Henrik Lumholdt


Date 7 Oct 2019 - 8 Oct 2019
Course days 2
Location Financial Training Partner, Copenhagen
Language English
Level Intermediate
Price DKK 13.500 ex VAT (approx. EUR 1.800 ex VAT). The price includes course material, lunch and refreshments.