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视频有效期：2023-12-31
视频时长：约62小时
详情介绍
课程大纲
{in name="user_id" value="21644"} {/ in}课程试听 推荐
1.Behavioral Finance
Module 1.1 Cognitive Errors v Emotional Biases
Module 1.2 Emotional Biases
Module 2.1 Classifying Investors
Module 2.2 Implications Clients and Their Portfolios
Module 2.3 Implications Other
2. Capital Market Expectations
Module 3.1 Forecasting Capital Market Expectations
Module 3.2 The Trend Rate of Growth
Module 3.3 The Business Cycle
Module 3.4 Monetary and Fiscal Policy
Module 4.1 Forecasting Fixed Income Returns
Module 4.2 Emerging Market Bond Risk
Module 4.3 Forecasting Equity Returns
Module 4.4 The Risk Premium Approach
Module 4.5 Forecasting Real Estate Returns
Module 4.6 Exchange Rate Forecasting
Module 4.7 Volatility Forecasting
Module 4.8 Global Portfolio Adjustments
3.Asset Allocation and Related Decisions in Portfolio Management
Module 5.1 Investment Governance
Module 5.2 Economic Balance Sheet
Module 5.3 Approaches to Asset Allocation
Module 5.4 Allocation by Asset Class or Risk Factor
Module 5.5 Example Strategic Asset Allocation
Module 5.6 Other Approaches and Issues
Module 6.1 Basic MVO
Module 6.2 Reverse Optimization Black Litterman Resampling and Other Approaches
Module 6.3 Example
Module 6.4 Issues for Individuals
Module 6.5 A Risk Budgeting Approach
Module 6.6 An ALM Approach
Module 6.7 Goals-based ans Misecaneous Aproaches
Module 6.8 Rebalancing policy
Module 7.1 Real World Issues
Module 7.2 Adjusting the SAA
Module 7.3 Behavioral Issues
4.Derivatives and Currency Management
Module 8.1 Options Basics
Module 8.2 Synthetic Positions Using Options
Module 8.3 Covered Calls
Module 8.4 Protective Puts
Module 8.5 Options as a Hedge of a Short Position
Module 8.6 Collars
Module 8.7 Straddles
Module 8.8 Spreads
Module 8.9 Delta and Gamma
Module 8.10 Theta and Vega
Module 8.11 Volatility Skew and Smile
Module 8.12 Applications
Module 9.1 Managing IRR—IRS FRA IRF
Module 9.2 Managing Currency Exposure
Module 9.3 Managing Equity Risk
Module 9.4 Derivatives on Volatility
Module 9.5. (Uses of) Derivatives in Portfolio Management
Module 10.1 Managing currency exposure
Module 10.2 Active strategies fundamentals and technical
Module 10.3 Active strategies carry and volatility trading
Module 10.4 Implementation and forwards
Module 10.5 Implementation and options
Module 10.6 More advanced implementation issues
5.Fixed-Income Portfolio Management
Module 11.1 Role of Fixed Income
Module 11.2 Modeling Return
Module 11.3 Leverage and Tax Issues
Module 12.1 LDI Basics
Module 12.2 Managing a Duration Gap
Module 12.3 Advanced Strategies
Module 12.4 Risks
Module 12.5 Index Based Investing
Module 13.1 Yield Curve Dynamics Trades for a Static Yield Curve
Module 13.2 Trades for a Dynamic Yield Curve
Module 13.3 Yield Curve Volatility Strategies Key Rate Duration
Module 13.4 Active Management Across Currencies Evaluating Yield Curve Strategies
Module 14.1 Credit risk and Credit Spread
Module 14.2 Credit Spread Measures
Module 14.3 Bottom Up and Top Down Credit Strategies
Module 14.4 Liquidity and Tail Risk
Module 14.5 Credit Default Swaps and Synthetic Strategies
Module 14.6 Global Credit Strategies Structured Credit and Fixed Income Analytics
6.Equity Portfolio Management
Module 15.1 Equity Investment Roles
Module 15.2 Portfolio Income and Costs Shareholder Engagement Passive Active Management
Module 16.1 Benchmarks
Module 16.2 Approaches to Passive Investing
Module 16.3 Tracking Error Return and Risk
Module 17.1 Fundamental vs Quantitative Approaches
Module 17.2 Types of Active Management Strategies
Module 17.3 Other Strategies
Module 17.4 Equity Investment Style Classification
Module 18.1 Building Block of Active Equity Portfolio Construction
Module 18.2 Active Share and Active Risk
Module 18.3 Allocating the Risk Budget
Module 18.4 Implicit Cost-Related Considerations in Portfolio Construction
Module 18.5 The Well-Constructed Portfolio
7.Alternative Investments for Portfolio Management
Module 19.1 Overview of Hedge Fund Strategies
Module 19.2 M2_Equity Event-Driven and Relative Value Strategies
Module 19.3 Opportunistic Specialist and Milt Manager Strategies
Module 19.4 Factor Models and Portfolio Impact of Hedge Funds
Module 20.1 Role of Alternative Investments
Module 20.2 Considerations in Allocating to Alternative Investments
Module 20.3 Suitability Approaches Liquidity and Monitoring in Allocating to Alternative Investment
8.Private Wealth Management
Module 21.1 Investment Concerns of Private Clients and Institutions
Module 21.2 Info and Skills Needed When Advising Private Clients
Module 21.3 Formulating Client Goals and Evaluating Risk Tolerance
Module 21.4 Capital Sufficiency Analysis for Client Goals
Module 21.5 Principles of Retirement Planning
Module 21.6 The Investment Policy Statement
Module 21.7 Portfolio Construction
Module 21.8 Portfolio Reporting and Review and Evaluating an Investment Program
Module 21.9 Ethical and Compliance Considerations
Module 22.1 Approaches to Taxation
Module 22.2 Tax Location
Module 22.3 Concentrated Positions
Module 22.4 Gift and Estate Planning
Module 22.5 Estate Planning and Family Governance
Module 23.1 Human and financial capital
Module 23.2 Risks and Insurance
Module 23.3 Life Insurance
Module 23.4 Annuities
Module 23.5 Comprehensive example and review
9.Portfolio Management for Institutional Investors
Module 24.1 Overview of Institutional Investors
Module 24.2 Pension Funds
Module 24.3 Sovereign Wealth Funds
Module 24.4 University Endowments and Private Foundations
Module 24.5 Banks and Insurers
Module 24.6 Banks and Insurers Balance Sheet Management and Investment Considerations
10. Trading, Performance Evaluation, and Manager Selection
Module 25.1 Trade Motivations
Module 25.2 Reference Price Benchmarks for Trade Execution
Module 25.3Trade Execution and Strategy Implementation
Module 25.4 Trade Cost Measurement
Module 25.5 Evaluating Trade Execution
Module 26.1 Performance Evaluation
Module 26.2 Approaches to Return Attribution
Module 26.3 Benchmarking Investments and Managers
Module 26.4 Performance Appraisal
Module 27.1 Manager Selection Process
Module 27.2 Approaches to Manager Analysis
Module 27.3 Evaluating Managers
Module 27.4 Manager Contracts and Fees
11.Cases in Portfolio Management and Risk Management
Module 28.1 Managing Liquidity Risk
Module 28.2 Addressing Liquidity Needs
Module 28.3 Modifying Asset Allocation
Module 29.1 Early Career Stage
Module 29.2 Career Development Stage
Module 29.3 Peak Accumulation Stage
Module 29.4 Early Retirement Stage
Module 30.1 Financial Risks Faced by Institutional Investors
Module 30.2 Enterprise Risk Management
Module 30.3 Environmental and Social Risks Faced by Institutional Investors
Module 30.4 Case Sudy
12.Ethical and Professional Standards
Module 31.1 Code and Standards
Module 32.1 Standard IA B
Module 32.2 Standard IC D
Module 32.3 Standard II
Module 32.4 Standard IIIA B
Module 32.5 Standard IIIC D E
Module 32.6 Standard IV
Module 32.7 Standard V
Module 32.8 Standard VI
Module 32.9 Standard VII
Module 33.1 Cases
Module 34.1 The Asset Manager Code
Module 35.1 GIPS Overview
Module 35.2 Compliance Fundamentals
Module 35.3 Return Calculations
Module 35.4 Composites
Module 35.5 GIPS Presentation and Reporting
Module 35.6 The Valuation Hierarchy
Module 35.7 GIPS Verification
