Workshop on Fundamentals of Active Management

GOAL

Introduce participants to a disciplined approach to enhanced indexing and active management using case studies and interactive exercises.

COURSE DESCRIPTION

This workshop introduces the discipline of active portfolio management as well as specific low-risk active management techniques to add value to an indexed portfolio.

DISCUSSION TOPICS

• Translating relative value, yield curve and credit views into portfolio positions
• Risk management within given budgets or tracking error targets
• Using trade analytics to assess expected risk/reward tradeoffs
• Techniques for taking profits and managing downside risk
• Using interest rate futures as an efficient way to construct trades and manage risk

TARGET AUDIENCE

This course is best suited for junior and mid-level portfolio managers with basic experience.