Course Outline:

Module 1: Principles of Active Portfolio Management

• Introduction to Active Portfolio Management
  • Definition, objectives, and benefits
  • Active vs. passive management strategies
• Market Efficiency and Anomalies
  • Efficient market hypothesis
  • Behavioral finance and market anomalies
• Investment Style and Strategy
  • Growth vs. value investing
  • Top-down vs. bottom-up approaches

Module 2: Asset Allocation Strategies

• Asset Allocation Frameworks
  • Strategic vs. tactical asset allocation
  • Modern portfolio theory (MPT)
• Factor-Based Investing
  • Introduction to factor investing
  • Factor models and risk factors
• Portfolio Optimization Techniques
  • Mean-variance optimization
  • Risk-parity and other advanced optimization approaches

Module 3: Investment Strategies and Techniques

• Fundamental Analysis
  • Financial statement analysis
  • Valuation techniques (DCF, multiples)
• Technical Analysis
  • Chart patterns and technical indicators
  • Trend following and momentum strategies
• Quantitative Analysis
  • Introduction to quantitative methods
  • Quantitative models and algorithms

Module 4: Risk Management and Performance Evaluation

• Risk Management Techniques
  • Portfolio diversification and hedging
  • Value-at-Risk (VaR) and stress testing
• Performance Evaluation Metrics
  • Sharpe ratio, Jensen's alpha, and other performance measures
  • Benchmark selection and tracking error analysis
• Scenario Analysis and Stress Testing
  • Assessing portfolio risk under different market scenarios
  • Stress testing methodologies and applications

Module 5: Regulatory Environment and Compliance Considerations

• Regulatory Framework for Portfolio Management
  • Investment regulations and guidelines
  • Fiduciary responsibilities and compliance requirements
• Ethical Considerations in Portfolio Management
  • Code of ethics and professional standards
  • Managing conflicts of interest and insider trading risks