Portfolio Management and Investment Analysis

Course objectives

• Describe the main asset classes and how each behaves
• Measure risk and return and interpret the standard ratios
• Apply diversification and correlation in portfolio construction
• Construct a portfolio against a stated mandate and constraint set
• Measure performance and attribute it between skill and market movement
• Manage liquidity, concentration and currency constraints in African markets
• Rebalance a portfolio and account for the cost of doing so

Who should attend

• Investment analysts and portfolio managers
• Pension fund and trustee staff
• Treasury and finance professionals
• Wealth and private client advisers
• Regulators and supervisors of investment institutions

Course outline

1. 01Asset classes and their behaviour
2. 02Risk and return measurement
3. 03Diversification, correlation and its instability
4. 04Portfolio construction approaches
5. 05Mandates, constraints and their effect
6. 06Performance measurement and attribution
7. 07Liquidity, concentration and currency in African markets
8. 08Rebalancing and transaction cost

Scheduled sessions