Portfolio Management and Analysis

A good portfolio balances risks and expected returns. Much of today's portfolio management rests on this fundamental idea. We compare risks and returns of different example portfolios, use our insights to characterize efficient portfolios and finally draw economic conclusions. Participants will learn and apply the fundamental concepts and measures of asset management: CAPM, Alpha, Beta, Sharpe Ratio, Information Ratio, etc.

The aim of this course is to explain to the participants the fundamentals of efficient portfolio construction on the one hand and to show how portfolios are analyzed and maintained in practice on the other hand.