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 Investment Management M2192 QR Code
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Investment Management




This Investment Management training program is designed to equip participants with the knowledge and skills needed to effectively manage investment portfolios. Through a comprehensive curriculum and practical exercises, attendees learn various investment strategies, portfolio construction techniques, and risk management principles.

Program Objectives:

At the end of this program, participants will be able to:

  • Learn about various assets that can be considered to form an investment portfolio, their valuation, and measurement of performance

  • Analyze the intrinsic value of traded assets using fundamental valuation theories as well as technical analysis

  • Set investment goals and accordingly construct efficient portfolios

  • Evaluate the performance of the portfolio.

Targeted Audience:

  • Financial analysts seeking to enhance their investment management skills.

  • Portfolio managers aiming to refine their investment strategies and techniques.

  • Investment bankers looking to deepen their understanding of asset management principles.

  • Wealth managers and financial advisors seeking to expand their expertise in investment management.

Program Outline:

Unit 1:

 Foundations of Financial Markets and Investments:

  • Introduction to financial markets.

  • Institutions, and assets.

  • Investment as a process.

  • Investment philosophies.

Unit 2: 

Exploring Financial Markets:

  • Money and bond markets.

  • Equity markets.

  • Derivative markets.

  • Managed funds.

  • Margin trading.

  • regulation of markets.

Unit 3: 

Optimizing Asset Allocation:

  • Expected portfolio return and variance.

  • Definition of risk premium.

  • Asset allocation – two assets: mean-variance preferences.

  • Optimal asset allocation with a risk free asset.

  • CARA utility and normal returns.

  • Portfolio frontier.

  • Expected return relationships and estimation issues.

  • Diversification – the single index model.

  • Treynor-Black model, factor models.

  • Statistics of asset allocation.

Unit 4: 

Mastering Bond Mathematics:

  • Bond math.

  • Term structure.

  • Duration.

  • Numerical examples.

  • Immunisation of bond portfolios.

  • Convexity and immunization.

  • Immunization of equity portfolios.

Unit 5:

Exploring Market Dynamics:

  • Types of markets.

  • Bid-ask bounce – the Roll model.

  • Glosten-Milgrom model, Kyle model.

  • Discrete version of the Kyle model.

  • Limit order markets.

  • Statistical arbitrage (algorithmic trading, program trading).

  • Why market microstructure matters.

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