| Professional
Portfolio Management
Benefits and Added Value
This program aims to help the participants build
the knowledge and skills needed to develop effective portfolio.
It introduces the main concepts and frameworks in portfolio management
and how to measure its expected risk and return. By the end of the
program the participants will be able to
- Measure the risk and return of a portfolio.
- Identify the type of risk that can be diversified away (unsystematic
risk) and that type that can not be diversified away (systemic
risk)
- Identify the optimal portfolio for each degree of risk.
Structure
- 1st The return and risk of a portfolio
- Portfolio return is the average return of securities included
in the portfolio.
- Portfolio risk is not the average risk of securities included
in the portfolio.
- The risk of a full diversified portfolio in all the time
less than a weighted average of standard deviation of the individual
securities.
- 2nd The efficient frontier curve
- The efficient set of two securities when correlation is
+1.
- The efficient set of two securities when correlation is
-1.
- The efficient frontier curve, the general case.
- 3rd The optimal portfolio for each degree of risk
- Market portfolio and capital market line (CML).
- CML and SML.
- Optimal portfolio under different values of RF
Target Participants
This program is targeting, the potential senior level accountants,
financial analysts, heads of finance departments, feasibility studies
developers, planning and control officers, and credit& investment
officers in banks and financial institutions.
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