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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

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Finance

Advanced Portfolio Management

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Who is this Course for?

Advanced Portfolio Management

Course Overview

This course covers the theory and practice of advanced portfolio management. Students will learn to formulate and solve portfolio choice problems with a focus on the practical challenges of taking optimization theory to the data. In particular, they will learn how to incorporate downside risk in their portfolio decisions, how to deal with estimation error in the parameters, how to exploit return predictability for portfolio decisions combining big data with machine learning methods, how to use factor models in portfolio problems, and how to evaluate the performance of actively managed portfolios, with a focus on the mutual fund industry.

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.

Applications are closed

Next edition: TBA

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

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 who attend more than 80% of the course will receive a Certificate of Attendance, free of charge.

Fees

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€

* Reduced Fee applies for PhD or Master’s students, Alumni of BSE Master’s programs, and participants who are unemployed.

FAQ

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

Can I see the full Summer School calendar?

You can view the full Summer School calendar here.

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 NOT be recorded; however, the materials provided by the professor will be available for a month after 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.