Strategic Asset Allocation and Portfolio Management Course: Examining Developments and Best Practices in the Investment Management Industry (November 7-9, 2022) –

DUBLIN–(BUSINESS WIRE)–The “Strategic asset allocation and portfolio management” training has been added to from offer.

This hands-on 2-day course will review developments and best practices within the investment management industry with a focus on asset allocation and portfolio construction.

Led by a trainer with many years of practical experience in the sector, the workshop is designed to be interactive, drawing on the knowledge and experiences of the trainer and participants.

You will have the opportunity to explore industry best practices using current industry research, reports, analysis and case studies. You will also be encouraged to apply best practices from your own market and business.

The program is designed for delegates with knowledge of the fundamentals of modern portfolio theory, asset allocation theory, stock analysis, and portfolio construction techniques.

what will you learn

At the end of this course, you:

  • Understand how to design asset allocation models for different client types and market conditions

  • Build and maintain an optimal portfolio based on investor needs

  • Recognize the main characteristics, advantages and risks of the main asset classes and their role in portfolio construction

  • Recognize how to identify and capture alpha

  • Appreciate the importance of behavioral biases and how to manage them when designing investment strategies for different types of clients

Main topics covered during this training

  • The nature of the investment management market

  • Market trends and product developments

  • Tools and theoretical concepts

  • Risk/reward relationship

  • Diversification and correlation

  • Build the frame

  • Rebalancing and reallocation

  • The asset allocation and portfolio construction process in practice

  • The search for “alpha” and the importance of information ratios

  • Performance measurement and attribution

  • The importance of behavioral finance

  • Asset class characteristics

Who should attend:

  • Private Bankers and Wealth Managers

  • Family Office Leaders

  • High net worth investors and their advisors

  • Investment managers, strategists and analysts

  • Risk managers

  • Trustees

  • Accountants / Lawyers

  • Pension fund professionals

  • Regulators and policy makers

Main topics covered:


Overview of the investment management industry

  • The players

  • The key customer

  • The flagship product

  • Market trends

  • Key Performance Indicators and Earnings Dynamics

  • Investment “Themes” and “Styles”

  • Market trends and product developments

  • The passive vs active debate – ‘redefining active management’

  • Separation of alpha and beta

  • AND F

  • Smart Beta

  • Open architecture

  • Multi-manager approaches

  • Liability-Based Strategies

  • Results fund

The “building blocks”

  • Asset Allocation – Art or Science?

  • The Relevance of Modern Portfolio Theory and “Efficient Markets” Today

  • Risk

  • The risk/reward relationship

  • The concept of “efficient frontier”

  • Risk and return of assets and portfolio

  • Different types of risk and perception of risk

  • Risk measures

  • Risk premium

  • Diversification and correlation

The asset allocation process

  • Insight

  • Investment policy statement

  • Types of asset allocation

  • Main active ingredients for protection and growth

  • Build the frame

  • Match asset classes to wealth levels and income needs

  • Asset and portfolio risk

  • Risk-adjusted returns

  • Case Study: Creating and Sustaining Optimal Portfolio Solutions

Rebalancing and reallocation

  • Principles and scope

  • Rebalancing approaches

  • Advantages and disadvantages

  • Manage “drift” in the portfolio and “maverick” risk

  • Relative performance

  • Critical success factors

  • Special considerations when dealing with concentrated positions

Asset allocation and other portfolio construction disciplines

  • Strategic principles

  • Style and sector selection

  • Region and country selection

  • Industry and Security selection

  • Manager selection

  • Information ratios for different investment styles

  • Currency selection and currency overlay

  • Market timing

  • Decision points in the implementation strategy

The search for “alpha” and the importance of information ratios

  • Definition of alpha

  • Sources of alpha

  • Portable Alpha

  • Alpha generation and manager competence

  • The information ratio and the coefficient

  • The basic law of active management

The emergence of SMART Beta

Performance measurement and attribution

Behavior of individual investors

  • Introduction – What is behavioral finance?

  • Decision theory

  • Factors Influencing Individual Asset Allocation Decisions

  • The Importance of “Asset Locations”

  • Goal-Based Asset Allocation

  • Comparison of Expected Utility, Prospect Theory, and Mean Variance Analysis

  • Characteristics of individual investor behavior

  • What can we learn from the “market story”?

  • The cycle of “emotion”

  • Identify patterns of irrationality

  • Risk profiling – dealing with behavioral biases

  • React to customer irrationality

  • Moderate or adapt asset allocation?

  • Summary of Implications for Portfolio Design

  • Case study: The practical application of behavioral finance concepts

Asset class characteristics

  • Asset class descriptions and distinctive qualities

  • Valuation of asset classes

  • Challenges specific to fixed income securities

  • Duration

  • Convexity

  • Coverage ratio

  • Yield Components

  • Asymmetry and flattening

  • Case Study: Thought Leadership in Asset Allocation – The “Yale Model”

For more information on this training, visit

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