New York Institute of Finance

Available dates

Apr 9—10, 2020
2 days
New York, New York, United States
USD 1790
USD 895 per day
Apr 9—10, 2020
Online
USD 1790
Sep 24—25, 2020
2 days
New York, New York, United States
USD 1591
USD 795 per day
+2 more options

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About the course

Develop core competencies in portfolio management. Learn how to conduct portfolio performance measurement and attribution. Review portfolio strategies for a variety of asset classes including fixed income, equity and alternatives.

This course is a component of the Portfolio Management Professional Certificate.

Prerequisite knowledge:

  • Intermediate MS Excel skills
  • Basic probablility and statistics
  • Familiarity with fixed income instruments and concepts
  • Familiarity with equity valuation concepts

CURRICULUM

Day 1

MODULE 1: MEASURING RISK AND RETURN

  • Return: Geometric and Arithmetic
  • Holding Period, NAV
  • Risk: Standard Deviation; Semi-variance; Correlation; VaR
  • Market price of risk: CAPM, APT
  • Liquidity risk
  • Credit risk

MODULE 2: ANALYZING PORTFOLIO PERFORMANCE

  • Risk adjusted returns: Sharpe, Treynor, Jenson, Sortino, Calmar, Information Ratio
  • Behavioral and technical considerations

MODULE 3: THE INVESTMENT DECISION MAKING PROCESS

  • Balancing risk and reward
  • Roles of financial advisiors and portfoloio managers
  • Life cycle investing
  • Principle risk and real returns
  • Creating portfolios for institutions and individuals

Day 2

MODULE 1: FUND STRUCTURES

  • Fund Types, ETF/Index, SMAs, Synthetic Funds
  • Marketing strategies
  • Fees, liquidity, regulations
  • Industry trends

MODULE 2: PRIVATE EQUITY

  • Venture capital
  • Buyout
  • Special situations
  • Transparency issues

MODULE 3: RETIREMENT AND ESTATE PLANNING

  • Wealth transfer through trusts
  • Gifting
  • IRAs, 401Ks and other Issues
  • Taxation of Retirement Assets

** WHAT YOU'LL LEARN**

  • Understanding the importance of beta in portfolio construction
  • Insight into the importance of the investment policy statement
  • Understand the Sharpe ratio and alpha
  • Learn how to measure portfolio performance
  • Learn portfolio performance attribution techniques

Who should attend

  • Portfolio managers and support personnel
  • wealth managers
  • investors
  • private bankers and financial advisors

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