ADVANCED PORTFOLIO MANAGEMENT AND INVESTMENT ANALYSIS
Maximizing Returns through Data-Driven Strategies and Risk Optimization
Course Schedule
| Date | Venue | Fees (Face-to-Face) |
|---|---|---|
| 08 – 12 Dec 2025 | Dubai, UAE | USD 3495 per delegate |
Course Introduction
In a complex and volatile financial environment, investment professionals must master advanced techniques to optimize portfolio performance, manage risk, and deliver consistent value. This requires deep analytical insight, rigorous modeling, and strategic asset allocation across multiple markets and instruments.
This intensive 5-day program offers an in-depth exploration of modern portfolio management practices, focusing on risk-return trade-offs, factor investing, performance evaluation, and advanced asset allocation. Participants will gain hands-on experience with tools and frameworks used by institutional investors and wealth managers worldwide.
Course Objectives
By the end of this course, participants will be able to:
• Construct diversified portfolios using strategic and tactical asset allocation
• Apply advanced investment analysis and valuation techniques
• Utilize quantitative models for risk assessment and optimization
• Evaluate portfolio performance using industry benchmarks and analytics
• Integrate ESG factors and global macroeconomic indicators into investment decisions
Key Benefits of Attending
• To elevate your ability to analyze, design, and manage high-performance portfolios
• To stay ahead of global trends and volatility through informed asset allocation
• To apply quantitative tools for decision-making and risk mitigation
• To understand performance attribution, benchmarking, and client reporting
• To align portfolios with investor mandates and regulatory requirements
Intended Audience
This program is designed for:
• Investment and portfolio managers
• Wealth and asset management professionals
• Financial analysts and equity researchers
• Private bankers and institutional fund managers
• Professionals preparing for CFA or pursuing advanced investment roles
Individual Benefits
Key competencies that will be developed include:
• Portfolio construction and diversification techniques
• Asset pricing models and security valuation
• Risk-adjusted return analysis and portfolio rebalancing
• Performance attribution and benchmark evaluation
• ESG integration and macroeconomic forecasting
Organization Benefits
Upon completing the training course, participants will demonstrate:
• Stronger investment decisions backed by robust analysis
• Enhanced ability to manage multi-asset and global portfolios
• Improved risk-adjusted performance through disciplined frameworks
• Greater investor confidence and improved reporting standards
• Institutional compliance with performance and disclosure requirements
Instructional Methdology
The course follows a blended learning approach combining theory with practice:
• Strategy Briefings – In-depth analysis of portfolio theory, markets, and valuation models
• Case Studies – Real-world investment scenarios across equities, fixed income, and alternatives
• Workshops – Hands-on portfolio simulations, risk analysis, and rebalancing exercises
• Peer Exchange – Portfolio critique, manager perspectives, and fund strategies
• Tools – Excel-based models, risk calculators, performance trackers, and allocation templates
Course Outline
Detailed 5-Day Course Outline
Training Hours: 7:30 AM – 3:30 PM
Daily Format: 3–4 Learning Modules | Coffee breaks: 09:30 & 11:15 | Lunch Buffet: 01:00 – 02:00
Day 1: Investment Philosophy and Portfolio Foundations
- Module 1: Portfolio Theory and Capital Markets (07:30 – 09:30)
• Efficient frontier, risk-return trade-off
• Capital Market Line (CML), Security Market Line (SML)
• CAPM and multi-factor models - Module 2: Asset Classes and Correlation (09:45 – 11:15)
• Equities, fixed income, commodities, alternatives
• Correlation and covariance in diversification
• Global asset allocation trends - Module 3: Workshop – Constructing an Efficient Portfolio (11:30 – 01:00)
• Mean-variance optimization using real data
• Allocating assets across risk profiles - Module 4: Behavioral Influences on Investment Decisions (02:00 – 03:30)
• Investor psychology and market anomalies
• Overconfidence, herding, and loss aversion
Day 2: Advanced Valuation and Security Selection
- Module 5: Equity Valuation Techniques (07:30 – 09:30)
• DCF models, relative valuation, P/E and EV/EBITDA multiples
• Earnings quality and market sentiment analysis - Module 6: Fixed Income Instruments and Analysis (09:45 – 11:15)
• Yield curves, duration, convexity, and credit spreads
• Interest rate risk and bond pricing - Module 7: Workshop – Security Valuation and Comparison (11:30 – 01:00)
• Valuing stocks and bonds using different methods
• Comparing valuation outputs across scenarios - Module 8: Alternative Investments and Risk Implications (02:00 – 03:30)
• Hedge funds, REITs, private equity, and commodities
• Liquidity, volatility, and alpha generation
Day 3: Risk Management and Performance Metrics
- Module 9: Portfolio Risk Measurement (07:30 – 09:30)
• Value at Risk (VaR), tracking error, beta, and volatility
• Scenario analysis and stress testing - Module 10: Portfolio Rebalancing Strategies (09:45 – 11:15)
• Threshold-based and calendar-based approaches
• Dynamic reallocation and tax implications - Module 11: Workshop – Risk-Adjusted Performance Analysis (11:30 – 01:00)
• Sharpe, Treynor, and Sortino ratios
• Assessing consistency of manager performance - Module 12: ESG Risk and Integration Techniques (02:00 – 03:30)
• Sustainable investment metrics
• Environmental, social, and governance factors in portfolios
Day 4: Tactical Asset Allocation and Global Strategies
- Module 13: Tactical vs. Strategic Asset Allocation (07:30 – 09:30)
• Market timing and active shifts
• Building flexibility into long-term mandates - Module 14: Global Macroeconomics and Market Trends (09:45 – 11:15)
• Economic indicators, monetary policy, and geopolitical risks
• Currency exposure and inflation hedging - Module 15: Workshop – Asset Allocation Simulation (11:30 – 01:00)
• Designing an allocation strategy under changing market conditions
• Reallocating based on macro outlook - Module 16: Managing Institutional vs. Private Portfolios (02:00 – 03:30)
• Mandates, benchmarks, liquidity, and governance differences
• Reporting and fiduciary responsibilities
Day 5: Portfolio Review, Strategy Execution, and Wrap-Up
- Module 17: Performance Attribution and Reporting (07:30 – 09:30)
• Contribution vs. attribution
• Attribution effects: allocation, selection, interaction - Module 18: Client Communication and Investment Reporting (09:45 – 11:15)
• Communicating performance effectively
• Transparency, benchmarking, and investor education - Module 19: Final Group Project – Portfolio Strategy Presentation (11:30 – 01:00)
• Designing and presenting a full portfolio strategy
• Peer and instructor feedback - Module 20: Certification Wrap-Up and Action Planning (02:00 – 03:30)
• Self-assessment and personal improvement goals
• Certification distribution and closing remarks
Certification
Participants will receive a Certificate of Completion in Advanced Portfolio Management and Investment Analysis, validating their advanced skills in investment evaluation, portfolio design, and strategic asset allocation for institutional or high-net-worth contexts.