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Finance

Advanced Portfolio Management

Insights into the nuances of portfolio optimization and performance evaluation.

17.5h (5 days)

€775 - €1,375

Face to Face

English

Program date: June 30 - July 4

Early bird deadline: April 15, 2024

Learn more

Advanced Portfolio Management

Applications for 2025 Summer School programs are now open!

Apply

Summer school

Finance

Advanced Portfolio Management

This course tackles the complexities of modern portfolio management. It addresses practical challenges such as downside risk, estimation errors, and incorporating big data and machine learning methods into portfolio decision-making.

Teaching Faculty

Prepare for the practical challenges of managing portfolios in a rapidly evolving financial landscape

This course is designed for:

Graduate students and professionals looking to deepen or update their expertise in diverse financial domains.

Gain advanced knowledge in portfolio management, especially modern techniques like machine learning

Upon completion of this course, you will :

Gain skills to effectively manage downside risk and estimation errors in portfolio decision-making.
Understand how to integrate big data and machine learning methods into portfolio management practices.
Be able to solve portfolio choice problems using optimization techniques and factor models.
Have hands-on experience through portfolio optimization exercises and case studies on mutual fund performance.
To be prepared for the challenges of managing portfolios in a rapidly evolving financial landscape.
Understand how to leverage machine learning and data-driven approaches in financial decisions.

Program Syllabus for Advanced Portfolio Management

Course outline

Portfolio optimization techniques.
Downside risk and parameter estimation risk.
Portfolio optimization with multi-factor models.
Exploiting big data and machine learning for portfolio decisions.
Active mutual funds and portfolio performance evaluation.

List of References

Here is a list of texts that may help you prepare for the course

Recommended texts

F. Fabozzi, P. Kolm, D. Pachamanova, S. Focardi. Robust portfolio optimization and management. Wiley (2007).
S. Giglio, B. Kelly, D. Xiu. Factor Models, Machine Learning, and Asset Pricing. Annual Review of Financial Economics 2022 14:1, 337-368.

Why join our Summer School?

All BSE Summer courses are taught to the same high standard as our Master’s programs. Join us to:

1

Network with like-minded peers.

2

Study in vibrant Barcelona.

3

Learn from world-renowned faculty.

Admissions and requirements

All BSE Summer School applicants must meet the entrance requirements.

Program date: June 30 - July 4

Early bird deadline: April 15, 2024

Requirements

Summer School applicants normally demonstrate one or more of the following:

A strong background in Economics or a field closely related to the course topic (Statistics, Law, etc.).
Postgraduate degree or current Master’s/PhD studies related to the course topic.
Relevant professional experience.

Requirements for Advanced Portfolio Management

A basic understanding of statistics and calculus is required.
Familiarity with portfolio theory and asset pricing is recommended but not essential.

Apply now

Schedule

Here is your schedule for this edition of BSE Finance Summer School Advanced Portfolio Management course.

Time

30

mon

1

tue

2

wed

3

thu

4

fri

09:00 - 11:00

Lecture

16:15 - 17:45

Practical

Credit transfers (ECTS)

Students wishing to do a credit transfer will take an exam during the afternoon session on the last day. The exam will consist of general questions covering the basic contents of the course

Consult the Summer School Admissions page for more information about this option.

Certificate of Attendance

Participants not interested in credit transfer will instead receive a Certificate of Attendance free of charge. These Participants will not be graded or assessed during the course.

Fees for 2025

Multiple course discounts are available, consult our fees and discounts to learn more. Fees for courses in other Summer School programs may vary.

Course

Advanced Portfolio Management

Private Equity: Deal Structuring, Recapitalizations, and Exit Strategies

Modality

Face to Face

Total Hours

17.5

ECTS

1

Regular Fee

1,375€

Reduced Fee*

775€

FAQ’s

Here are some commonly asked questions by participants. Any further queries, please contact our Admissions Team.

Is accommodation included in the course fee?

Accommodation is not included in the course fee. Participants are responsible for finding accommodation.

Are the sessions recorded?

Sessions will be recorded and videos will be available for a month once the course has finished.

How much does each Summer School course cost?

Fees for each course may vary. Please consult each course page for accurate information.

Are there any discounts available?

Yes, BSE offers a variety of discounts on its Summer School courses. See more information about available discounts or request a personalized discount quote by email.