See also the list of assessments for the June 2020 session.
The prerequisite(s) for this Teaching Unit (Unité d’enseignement – UE) for the programmes/courses that offer this Teaching Unit are specified at the end of this sheet.
of portfolio construction and performance measurement.
Key topics include:
- Return and risk measurement (for equity, fixed-income,
and derivative portfolios)
- Portfolio construction and management techniques
- Performance attribution
- The principles of private wealth management (Wealth
At the end of this learning unit, the student is able to :
At the end of this course, students will be able to:
The contribution of this Teaching Unit to the development and command of the skills and learning outcomes of the programme(s) can be accessed at the end of this sheet, in the section entitled “Programmes/courses offering this Teaching Unit”.
- Portfolio Risk, Return, Planning and Construction
- Active Portfolio Management
- Portfolio Management Process and Investment Policy
- Alternative investments: Investing in Commodities, Real
Estate, Private Equity and Hedge Funds
- Private Wealth Management
- Portfolio Management for Institutional Investors
- Capital Market Expectations in Portfolio Management
- Economic Concepts for Asset Valuation in Portfolio
- Asset allocation
- Fixed-Income Portfolio Management
- Relative-Value Methodologies for Global Credit Bond
- Hedging Mortgage Securities to Capture Relative Value
- Equity Portfolio Management
- Alternative Investments Portfolio Management (Swaps,
Commodity Forwards and Futures)
- Risk Management for Strategies on Currencies, Forward
and Futures, Options, and Swaps
- Execution of Portfolio Decisions
- Monitoring and Rebalancing of Portfolios
- Evaluating Portfolio Performance
- Global Performance Evaluation
- Global Investment Performance Standards
- Excel applications
- Video tutorials
- Portfolio simulation
Measurement and Attribution, 2nd ed., Wiley.
Bodie, Kane et Marcus (2010), Investments, 9th edition,
Bodson, Grandin, Hübner et Lambert M.(2010),
Performance de portefeuille, 2nd edition, Pearson
Roncalli (2013), Introduction to Risk Parity and Budgeting,
Chapman & HallCRC Financial Mathematics Series.