Investment Strategies and Portfolio Management

The Wharton School

Finance and Wealth Management

About Programme

The market landscape as we understand it has undergone profound transformation. While the days of “unprecedented uncertainty” are seemingly in the rearview, investment professionals and portfolio managers now find themselves in a market that demands a fresh perspective, with exciting opportunities on the horizon for those at the ready. Investment Strategies and Portfolio Management is essential for anyone who wants a clear-eyed view of investing in this new era and how to come out on top.

In this program, participants will create optimal investment portfolios that suit their needs and solidly accommodate risk, including small-probability risk. They will also learn how to critically evaluate investment management options using new data and how to unpack the macroeconomic outlook in the U.S. and internationally. This timely finance program is expertly designed to help investment professionals and financial advisors interpret and understand the market data and capitalize on the investment opportunities that are emerging today.

Programme Content

Investment Strategies and Portfolio Management provides financial professionals with a powerful new strategic approach based on the latest Wharton research. In this program, Wharton faculty, who are world-class thought leaders in the world of finance, will explore a wide variety of investing topics — from enhanced portfolio theory to bond management, from hedge funds to private equity.

Participants will acquire the latest tools and techniques for designing optimal investment portfolios that serve people’s needs. You will also learn to effectively evaluate investment management options using newly available research data. Find out how investment managers are currently rated, what variables are used to assess their skills, and how to weigh these factors against the fees they charge. This is essential knowledge both for investors and for investment management firms looking to hire managers.

Risk management is a key topic in this program, including an analysis of small-probability, disaster-type events such as the global pandemic. Wharton professors will delve into why the standard measure of risk, often called volatility, is insufficient. They will discuss what is known as tail risk — extremely bad, infrequent occurrences — and describe how investment professionals can pick up early indicators and better manage such events.

Balancing the historical with the visionary — yet practical above all — this program enables you to access the best minds in finance so you can steer with confidence through this unique time.

Session topics include:

The Asset Menu

Enhanced Portfolio Theory

Performance Measurement vs. Skill

Evaluating and Rating Managers: Case

Behavioral Finance

Bond Management

Stock Markets vs. Bond Markets: Case

Advanced Asset Allocation

Risk Management

Private Equity

International Markets

Macroeconomic Outlook

Hedge Funds

Real Estate

Programme Audience

Investment Strategies and Portfolio Management provides invaluable insights to different types of finance professionals and investment services providers. Specifically, this program is ideal for:

Chief investment officers, asset managers, and investment analysts

Portfolio managers for pension funds, sovereign wealth funds, institutional investors

Family office representatives and other private wealth advisors to ultra-high-net-worth individuals and families

High-net-worth individuals and others who manage their own investments or wish to become more knowledgeable on how to work with professional money managers

CPAs, attorneys, and other professionals who advise institutional investors

Employees of insurance companies

Commercial bank employees with portfolio management responsibilities

Fluency in English, written and spoken, is required for participation in Wharton Executive Education programs.

Participants by Industry

Participants by Job Function

Participants by Region

This program is held at the Steinberg Conference Center located on the University of Pennsylvania campus in Philadelphia. Meals and accommodations are included in the program fees. Learn more about planning your stay at Wharton’s Philadelphia campus .

To further leverage the value and impact of this program, we encourage companies to send cross-functional teams of executives to Wharton. We offer group-enrollment benefits to companies sending four or more participants.

Programme Benefits

Receive new tools and techniques for creating profitable investment portfolios

Critically evaluate investment managers using the latest research

Gain a deeper understanding of how to account for financial risk, including the impact of unforeseen small-probability events like pandemics

Learn how to assess the stock market’s reactions to events using behavioral finance principles

Get an expert view of the predicted length and shape of an economic recovery

Understand the macroeconomic outlook both in the U.S. and globally

Testimonials

"I recently was named responsible for the asset management area for my bank. I came to Wharton to gain more understanding about asset management and investment strategy. The asset management market in Brazil is huge (more than $1.5 trillion USD) and very sophisticated, but most of the assets are Brazilian-based. However, the demand for international assets has been growing a lot and we need to be able to manage those types of assets. In addition, more global competition is coming to Brazil and we need to differentiate ourselves and understand all kinds of investment strategy that make more sense to our clients. Wharton’s program has given me a much better understanding of the global market for asset management, even more in this volatile environment. The hedge fund session with Professor Chris Geczy was a major highlight. The tools he gave me for analyzing a hedge fund were very useful. Most of our funds are fixed income and equity. But the markets will change for more complex funds. Itau Asset Management is one of the biggest asset managers in Brazil (16.5 percent of market share). Today, 90 percent of our portfolio is Brazilian-focused. We are expanding our presence in New York and are preparing to have more international assets in our funds. Wharton gave some great examples on how we can diversify our portfolio to expand our capacity beyond Brazilian assets."

Christopher Quinley

Liang & Quinley Wealth Management

"For me, as a professional asset manager, Wharton’s Investment Strategies and Portfolio Management is definitely a much-needed refresh with a balanced risk and return perspective. The professors share high-level insights, and also engage us with interactive discussions and practical illustration. This helped to elevate my understanding of the new paradigm and gave me focused, time-tested techniques in investment strategies and portfolio management. After the program, all participants obtained not only the fundamental rationale behind sound asset allocation decisions, but also the advanced technique to manage and evaluate attributed performance on each unique asset class. Now, I am exposed to new ideas that I can apply to foster fund-strategy innovation and improve my fund’s investment performance going forward."

Fernando Beyruti

Managing Director & Co-Head, Itau Asset Management, Brazil

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Johan Sidik

Chief Investment Officer, Generali Life Insurance Indonesia

Testimonial Source