Programme Content
Portfolio Construction: Risk, Return, and Diversification
Understand principles of portfolio allocation and optimization.
Assess correlation, volatility, and international diversification.
Build diversified portfolios to balance risk and maximize returns.
Asset Pricing Models and Market Anomalies
Study CAPM and its implications for asset returns, beta estimation, and portfolio allocation.
Explore multifactor models (3-, 4-, and 5-factor).
Examine size, value, growth, and momentum anomalies, including rational and behavioral explanations.
Fixed Income and Cross-Asset Strategies
Explore how fixed-income portfolios complement equity investments.
Understand interest rate risk, bond betas, and inflation expectations.
Assess optimal allocation across asset classes.
Active and Alpha-Driven Asset Management
Evaluate the complexities of active management, quant investing, efficiency, and costs.
Explore the relationship among alphas, Sharpe ratios, and information ratios.
Understand how alpha estimation influences allocation and performance.
Big Data, Machine Learning, and AI in Asset Management
Examine the role of machine learning and natural language processing in forecasting.
Apply big data to identify patterns and predict market events.
Fundamental Indexing and Smart Beta
Discover the foundations of Smart Beta investing.
Compare equal weighting, value weighting, and dynamic factor rotation.
