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5 - FNB - Finance and Banking
FNB 301B - Portfolio Management (10 Days)
| Code | Start Date | Duration | Venue | |
|---|---|---|---|---|
| FNB 301B | 15 April 2024 | 10 Days | Istanbul | Registration Form Link |
| FNB 301B | 13 May 2024 | 10 Days | Istanbul | Registration Form Link |
| FNB 301B | 03 June 2024 | 10 Days | Istanbul | Registration Form Link |
| FNB 301B | 08 July 2024 | 10 Days | Istanbul | Registration Form Link |
| FNB 301B | 05 August 2024 | 10 Days | Istanbul | Registration Form Link |
| FNB 301B | 02 September 2024 | 10 Days | Istanbul | Registration Form Link |
| FNB 301B | 28 October 2024 | 10 Days | Istanbul | Registration Form Link |
| FNB 301B | 25 November 2024 | 10 Days | Istanbul | Registration Form Link |
| FNB 301B | 23 December 2024 | 10 Days | Istanbul | Registration Form Link |
Please contact us for fees
Course Description
The course will focus on the application of financial theory to the issues and problems of investment management. Topics will include portfolio optimization and asset allocation, the basics of bond pricing and debt portfolio management, the theory of asset pricing models and their implications for investment as well as techniques for evaluating investment management performance. The course will build upon the analytical skills developed in Financial Management. Prerequisites: Financial Management and a working knowledge of statistics. Spreadsheet proficiency is essential
Course Objectives
- Understanding the Investment Management and investment management industry
- Understanding why asset allocation matters
- Being familiar with assessing performance of asset classes
- Learning how to choose an optimal portfolio and safety‑first selection criteria
- Focusing on liabilities: Optimization in the surplus framework
- Factoring models and methods
Course Details/Schedule
Day 1
- Introduction to investment management
- The key elements of portfolio management
- Asset allocation
- Rebalancing
- Strategic asset allocation
- Dynamic asset allocation
Day 2
- Portfolio management styles
- Value/cost performance metrics
- Estimated commercial value
- Portfolio value vs. Cost
- Strategic bucket budgeting
Day 3
- Capital vs. Expense charts
- Effort hours and RIO
- Strategic alignment metrics
- Effort hours by strategic category
- Continuous improvement
Day 4
- Selecting Project Portfolio Components
- Resource Availability
- Prioritizing Portfolio Components
- Balancing the Project Portfolio
- Providing Investment Oversight
Day 5
- Portfolio selection and risk management
- Measuring returns
- Measuring risk
- Maximizing the Sharpe ratio
- Illiquid assets
Day 6
- Portfolio construction and diversification
- Mean-variance preferences
- Equilibrium asset pricing models
- Portfolio monitoring
- Bond valuation
Day 7
- Portfolio volatility and duration
- Advanced equity valuation techniques
- Asset liability management
- Liquidity structure and tools
- Internal capital adequacy assessment
- Liquidity risk
Day 8
- Managing the project portfolio
- Review portfolio performance
- Portfolio reviews
- Portfolio review frequency
- Annual portfolio review
Day 9
- Project portfolio management success factors
- Project portfolio management pitfalls
- Commercial portfolio management products
- Project portfolio management complications
Day 10
- The use and misuse of models in investment management
- Asset securitization
- Credit enhancement
- Tax
- Supervision
