Portfolio and Risk Management Course Syllabus
Full curriculum breakdown — modules, lessons, estimated time, and outcomes.
Overview: This course provides a comprehensive introduction to portfolio construction and risk management, designed for beginners with a foundational understanding of finance. Over approximately 7 hours of content, learners will explore key theories, practical tools, and real-world applications in investment management. The curriculum progresses from foundational concepts to asset allocation and risk management techniques, culminating in a final project that integrates key learnings. With flexible scheduling, learners can complete the course at their own pace while gaining valuable insights from industry professionals at UBS.
Module 1: General Introduction and Key Concepts
Estimated time: 1 hour
- Identify common mistakes in portfolio risk assessment
- Understand the importance of accurate risk-return trade-offs
- Learn foundational concepts: expected returns and risk
- Explore asset dependence and its implications
Module 2: Modern Portfolio Theory and Beyond
Estimated time: 1 hour
- Delve into Modern Portfolio Theory (MPT)
- Examine the benefits of diversification
- Understand the concept of the efficient frontier
- Explore the Capital Asset Pricing Model (CAPM) and asset pricing implications
Module 3: Asset Allocation
Estimated time: 2 hours
- Develop investor profiles based on age and wealth
- Differentiate between Strategic Asset Allocation (SAA) and Tactical Asset Allocation (TAA)
- Learn how to combine SAA and TAA effectively
- Build portfolios tailored to investor needs and market conditions
Module 4: Risk Management
Estimated time: 3 hours
- Explore market, credit, and operational risks
- Apply tools to measure portfolio risk
- Learn techniques to manage and hedge risks
- Understand the role of risk management in sustaining portfolio performance
Module 5: Insights from Industry Experts
Estimated time: 1 hour
- Hear real-world perspectives from UBS professionals
- Examine practical applications of portfolio theory
- Learn how institutions implement risk management strategies
Module 6: Final Project
Estimated time: 2 hours
- Develop a personalized investor profile
- Construct a diversified portfolio using SAA and TAA
- Apply risk measurement and management techniques
Prerequisites
- Familiarity with basic financial concepts
- Foundational knowledge of statistics
- Some prior exposure to finance recommended
What You'll Be Able to Do After
- Understand the theory behind optimal portfolio construction
- Measure and manage various types of portfolio risk
- Apply diversification principles using asset correlation insights
- Develop investor-specific asset allocation strategies
- Implement practical risk management techniques in investment portfolios