Advanced Investment Management

For whom?

The Advanced Investment Management program builds on the foundations provided by the Diploma Program for Financial Analysts or the Portfolio and Risk Management program. To attend this program you need to have either participated in any of these programs, our program Advanced Portfolio Theory, or hold one of the titles CEFA or CFA.

Description

The program focuses on two main topics:

• strategic Asset Allocation, i.e. how to allocate wealth into different asset classes and markets;

• Alpha and Beta Investing, where we develop factor models and within these we discuss risk premiums and other inputs for asset allocation and performance evaluation.

Using cases we will thoroughly discuss the practical implications of implementing advanced portfolio management models.
Before approaching our main topics we will have a session in matrix algebra, optimization theory, multiple regression analysis and a rehearsal of basic/intermediate portfolio theory.

Benefit

The program will present important theoretical concepts in the field of investment management and you will learn how to examine whether these concepts are supported by empirical evidence, and to identify the practical implications of these concepts for investment professionals.

Benefit the entire organization
You and your company become part of a large financial know-how network with Stockholm School of Economics at its center. You will also become a part of our alumni network. It provides, amongst other things, access to current research and the opportunity to exchange experience with people from other companies.