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Active Portfolio ManagementObjective: To give an understanding of active portfolio management. Reasonable quant knowledge is assumed. Outline: - Portfolio Concepts Definitions Examples and Applications - Mean Variance Analysis Mean Variance Frontier - Practical Issues and Concepts Diversification and Portfolio Size - Multifactor Models Identifying Factors and Factor Types
Value of market timing – concept and application
Portfolio Construction - Imperfect Forecasts of Alpha Examples and Applications - Final Thoughts and Conclusion
Investment Education PLC |