SPECIAL COURSE
  ASSET MANAGEMENT AND ASSET ALLOCATION

 PURPOSE

To present techniques and modern instruments for evaluation and allocation of investment in Brazil and instruments for fund business management and strategy.

 MAIN TOPICS

. Aggregation of assets and liabilities
. Tactic and secured allocation
. Defined benefit x defined contribution
. Calculation of expected return, risk and covariance
. CAPM, multifactor models and APT
. Optimum portfolio applied to Brazil
. Classes of assets
. How to obtain the expected return
. Behavior of main assets in Brazil
. Efficiency in taxation
. Short and long term strategies
. Active management strategies
. Value, growth, contrarian and momentum strategies
. Management of investment for non-financial companies
. Active versus passive management
. Pension funds management
. Integrated management of assets and liabilities - ALM model
. Real estate in a portfolio of investments
. Impact and hedge with derivatives
. Investment indexes
. Financial instruments available
. Mean-variance model
. Optimization models based on scenarios
. Long term investment policy
. Questionnaires for evaluation of risk profile
. Fixed versus variable income
. Return and covariance of major assets
. Return and risk in the long range
. Risk, return and investment horizon
. Script for using indicators in fund selection
. Selection of the optimum portfolio, ALM model, ideal benchmark and maverick risk
. Selection of assets for individuals
. Selection of portfolio, investor’s profile and optimum portfolio
. External selection of manager
. Dynamic simulation
. Asset Liability Model system - ALM
. Optimization techniques
. Wealth management, private banking, CRM and KYC

 
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