Executive Development Programme in Short-Term Portfolio Optimization

• Introduction to Portfolio Optimization – Understanding the concept of portfolio optimization, its importance, and the benefits of short-term portfolio optimization. • Asset Classes and Selection – Exploring various asset classes, their risk and return characteristics, and the process of selecting appropriate assets for portfolio construction. • Modern Portfolio Theory (MPT) – Delving into the foundations of MPT, including diversification, efficient frontier, and risk-return trade-off. • Portfolio Performance Metrics – Examining key metrics for evaluating portfolio performance, such as Sharpe ratio, Sortino ratio, and information ratio. • Black-Litterman Model – Introducing the Black-Litterman model, its assumptions, and its application in portfolio construction and optimization. • Mean-Variance Optimization – Mastering the mathematical techniques and algorithms used in mean-variance optimization, including quadratic programming. • Short-Term Portfolio Strategies – Discovering various short-term portfolio strategies, such as market neutral, sector rotation, and pairs trading. • Risk Management in Short-Term Portfolios – Understanding risk management techniques specific to short-term portfolios, including value at risk, conditional value at risk, and stress testing. • Behavioral Finance and Portfolio Optimization – Exploring the impact of cognitive biases on investment decision-making and its implications for portfolio optimization. • Implementing Short-Term Portfolio Optimization – Practical guidance on implementing short-term portfolio optimization, including technology and data considerations.