Training course on Portfolio Management Strategies

Module 1: Foundations of Portfolio Management

Role and objectives of portfolio management

Risk-return trade-off

Modern Portfolio Theory (MPT) and Efficient Frontier

Capital Market Line (CML) and Security Market Line (SML)

Module 2: Asset Allocation Strategies

Strategic vs. tactical asset allocation

Core-satellite approach

Diversification across asset classes, sectors, and geographies

Factor-based allocation (value, growth, momentum, etc.)

Module 3: Security Selection and Investment Strategies

Top-down vs. bottom-up approaches

Active vs. passive management

Fundamental and technical analysis integration

Smart beta and factor investing

Module 4: Risk Management in Portfolios

Measuring risk: beta, standard deviation, Value-at-Risk (VaR)

Portfolio hedging with derivatives (options, futures, swaps)

Stress testing and scenario analysis

Managing currency, interest rate, and inflation risks

Module 5: Behavioral Finance and Investor Psychology

Common behavioral biases (overconfidence, herding, loss aversion)

Impact of emotions on portfolio decisions

Techniques to mitigate behavioral pitfalls

Module 6: Alternative Investments and ESG Integration

Private equity, hedge funds, real estate, commodities, infrastructure

ESG and sustainable investing strategies

Portfolio impact of non-traditional assets

Module 7: Performance Measurement and Evaluation

Sharpe ratio, Treynor ratio, Jensen’s alphaAttribution analysis

Benchmarking and peer group comparison

Module 8: Portfolio Rebalancing and Optimization

Dynamic portfolio rebalancing strategies

Tax-efficient portfolio management

Algorithmic and AI-driven portfolio optimization

Module 9: Case Studies and Simulations

Real-world portfolio management challenges

Simulation exercises in portfolio construction and rebalancing

Group project: designing a multi-asset investment portfolio