Workshop on Advanced Techniques in Portfolio Management

GOAL

Provide participants with the tools to formulate and implement an active management strategy using high grade fixed-income bonds, futures and repos.

COURSE DESCRIPTION

The workshop will cover a variety of issues relevant to actively managing a fixed-income investment portfolio. Formal presentations will be used for instruction after which participants (in teams) will be asked to implement investment strategies within a given risk budget using a trading simulation model that replicates a changing market environment.

DISCUSSION TOPICS

• Developing a framework for active management
• Different active management investment strategies, including relative value and interest rate strategies, yield enhancement strategies through credit diversification and the use of futures in portfolio management
• Trading discipline
• Risk management

TARGET AUDIENCE

This course is best suited for portfolio managers with intermediate to advanced knowledge of portfolio management and at least one year of active portfolio management experience.