Portfolio Management and Asset Allocation – Inhouse Course

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

Please note that you can also sign up for the course Portfolio Management and Asset Allocation October 7-8 , 2019. Read more here

– 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 This course is offered as an inhouse course. Contact us for an offer at info@FinancialTP.com. Read more about our inhouse courses
Course days 2
Location Customers location
Language English
Level Intermediate
Price 27.500 DKK ex VAT per day for up to 12 participants including course material, exam and diploma.