Revision 4
2022-05-22. Lagt till innehåll på svenska och engelska. /AB på uppdrag av Anna Golec
221012. Anledning till två utbildningsområden;
>>Introduction to portfolio management: SA - Structure and efficiency of financial markets; Ethical aspects of financial advisory, the role of IPS in portfolio management
>>Risk, Return and quantitative modelling: NA - Different ways of measuring return; Measuring risk; Common probability distributions; Value at risk Using MS Excel for basic calculations
>>Capital allocation and efficient diversificatio: NA - Risk-return optimistation
>>Behavioral aspects of capital markets: SA - The shortcomings of the mainstream economics and homo oeconomicus concept Types of investors Behavioral biases of individuals. NA - Applications of selected technical analysis tools
>>Fixed income analysis and portfolio management: SA - Various fixed income instruments. NA - Sensitivity analysis (duration) Horizon analysis
>>Equity analysis and portfolio management: SA - Economic cycles vs stock market cycles Sectoral analyses and sector rotation concept Fundamental analysis in equity valuation. NA - Application of various valuation models Sensitivity analysis and simulations (Monte Carlo Method)
>>Derivative analysis and portfolio management: SA - Various types of derivatives. NA - Using derivatives for portfolio hedging (overlay strategies with “cheapest to deliver” calculations)
>>Alternative investments in portfolios: SA - Various types of alternative investments. NA - Applications of valuation methods used in alternative assets analysis
>>Performance evaluation. SA - Types of benchmarks, various measures of portfolio performance; Investment performance standards I performance reporting. NA - Calculations of various performance measures; Portfolio performance attribution schemes /Anna Golec