Theme: Portfolio Management

OBJECTIVE : To provide those interested in resource / investment management with a view of the main concepts related to the choice of appropriate investment strategies and the selection of portfolios.

TARGET AUDIENCE: Professionals interested in the areas of asset and investment management.

PR REQUIREMENTS :

The following knowledge will be required:

· Use of Excel in financial mathematics;

· Statistics;

· Financial Market Products.

METHODOLOGY: Expositive classes with case studies and, at the end of each class, homework to fix the content of the class.

PROGRAM:

Openness and Integration;

· Definition of the Investment Policy:

Investment objective;

Investment horizon;

Risk aversion profile;

Determination of the risk aversion profile;

· Portfolio analysis:

Statistics review;

The media-variance space;

The efficient frontier model;

Other portfolio selection models;

CAPM;

Behavioral finance;

· Classification of Assets:

Markets;

Fixed Income;

Variable income;

Derivatives;

Use of derivatives;

· Implementation of Strategies:

Main fixed income strategies;

Main variable income strategies;

· The Portfolio Management Industry in Brazil:

Types of Investment Funds and their characteristics;

· Portfolio Performance Analysis:

“Benchmarks” or Reference Indexes;

Performance Indexes

· Risk management:

Historical cases;

"Disasters Cases";

The various types of risks;

The VaR model and its limitations;

· Course Closing:

Knowledge assessment;

Reaction assessment application.