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PORTFOLIO ANALYSIS AND STRATEGIES (February 21 – 25, 2011)

Objectives

To impart the training on application of portfolio models in the fund management
To impart knowledge on asset allocation strategies and specific funds management strategies
To appreciate risk management tools to hedge the portfolios

Module 1: Portfolio Management
- Mean-Variance Model
- Portfolio Optimization
- Applications of Capital Asset Pricing Model (CAPM)
- Factor Analysis for Arbitrage Pricing Model (APT)
- Portfolio Construction and Re-balancing
- Portfolio Performance Measures
Module 2: Asset Allocation
- Strategic Asset Allocation
- Tactical Asset Allocation
- International Investing
Module 3: Bond Portfolio Management
- Fixed Income Analytic
- Bond Portfolio Analysis
- Management of Debt Fund
Module 4: Specific Portfolio Strategies
- Index Fund Management
- Closed-ended Vs. Open-ended Fund Management
- Management of Money Market Mutual Fund
- Management of Off-shore Fund
- Pension Fund Management
Module 5: Risk Management
- Hedging with Index Futures
- Option Strategies
- Portfolio Insurance
- Value at Risk
- Risk Management Practices

Suitability:

Participants in this programme should have knowledge of capital markets as wells as elementary mathematics and statistics
Executives identified to manage mutual fund schemes.
Managers in bank-sponsored mutual funds and private sector mutual funds
Portfolio Managers

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