Portfolio Structuring and Restructuring


Training courses

Banking & Finance

Course Background

This two day course will take the participants through the following:

Defining the portfolio structure and structuring a portfolio for an asset allocation

Explaining and understanding the relative, absolute and unconstrained approaches

Asymmetric return profiles and how to achieve them

Applying the principles of PMPT (Post-Modern Portfolio Theory) to portfolios

Quantitative unconstrained portfolio management when conviction is high

Minimum-Variance Portfolios, construction and performance

Portable alpha in theory and practice

The asset allocation decision in the presence of liabilities

Liability driven investing (LDI) and surplus optimization

130/30 and other active extension strategies

Different approaches and styles – Wellcome Trust, Harvard/Yale Endowments, APG Investments

Active risk budgeting and asset allocation

Downside risk management


This course is also available bespoke for larger groups and organizations.

Public course dates for - Portfolio Structuring and Restructuring