Portfolio Management - DrWaleKesh

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Portfolio Risk and Return: Part I 8 Topics

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a. describe characteristics of the major asset classes that investors consider in forming portfolios

b. explain risk aversion and its implications for portfolio selection

c. explain the selection of an optimal portfolio, given an investor’s utility (or risk aversion) and the capital allocation line

d. calculate and interpret the mean, variance, and covariance (or correlation) of asset returns based on historical data

e. calculate and interpret portfolio standard deviation

f. describe the effect on a portfolio’s risk of investing in assets that are less than perfectly correlated

g. describe and interpret the minimum-variance and efficient frontiers of risky assets and the global minimum-variance portfolio

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Portfolio Risk and Return: Part II 10 Topics

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a. describe the implications of combining a risk-free asset with a portfolio of risky assets

b. explain the capital allocation line (CAL) and the capital market line (CML)

c. explain systematic and nonsystematic risk, including why an investor should not expect to receive additional return for bearing nonsystematic risk

d. explain return generating models (including the market model) and their uses

e. calculate and interpret beta

f. explain the capital asset pricing model (CAPM), including its assumptions, and the security market line (SML)

g. calculate and interpret the expected return of an asset using the CAPM

h. describe and demonstrate applications of the CAPM and the SML

i. calculate and interpret the Sharpe ratio, Treynor ratio, M2, and Jensen’s alpha

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Portfolio Management: An Overview 7 Topics

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a. describe the portfolio approach to investing

b. describe the steps in the portfolio management process

c. describe types of investors and distinctive characteristics and needs of each

d. describe defined contribution and defined benefit pension plans

e. describe aspects of the asset management industry

f. describe mutual funds and compare them with other pooled investment products

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Basics of Portfolio Planning and Construction 9 Topics

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a. describe the reasons for a written investment policy statement (IPS)

b. describe the major components of an IPS

c. describe risk and return objectives and how they may be developed for a client

d. explain the difference between the willingness and the ability (capacity) to take risk in analyzing an investor’s financial risk tolerance

e. describe the investment constraints of liquidity, time horizon, tax concerns, legal and regulatory factors, and unique circumstances and their implications for the choice of portfolio assets

f. explain the specification of asset classes in relation to asset allocation

g. describe the principles of portfolio construction and the role of asset allocation in relation to the IPS

h. describe how environmental, social, and governance (ESG) considerations may be integrated into portfolio planning and construction

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The Behavioral Biases of Individuals 4 Topics

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a. compare and contrast cognitive errors and emotional biases

b. discuss commonly recognized behavioral biases and their implications for financial decision making

c. describe how behavioral biases of investors can lead to market characteristics that may not be explained by traditional finance

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Introduction to Risk Management 8 Topics

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a. define risk management

b. describe features of a risk management framework

c. define risk governance and describe elements of effective risk governance

d. explain how risk tolerance affects risk management

e. describe risk budgeting and its role in risk governance

f. identify financial and non-financial sources of risk and describe how they may interact

g. describe methods for measuring and modifying risk exposures and factors to consider in choosing among the methods

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About Instructor

Olawale Keshinro

27 Courses

+3 enrolled

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Course Includes

6 Lessons
46 Topics

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