Asset Allocation & Portfolio Construction


The program objective is to thoroughly understand asset allocation, portfolio construction and performance measurement. The concepts of efficient frontier, modern portfolio theory, portfolio performance measurement, portfolio rebalancing, different approaches to asset allocation are covered comprehensively. The program is designed in a way so the participant is able to apply the concepts of asset allocation and portfolio construction in practice.


On successful completion of the program, you would be awarded the professional certification in “ASSET ALLOCATION & PORTFOLIO CONSTRUCTION” by Moody’s Analytics and EduEdgePro.


  • Comprehensive excel models for portfolio construction
  • Excel model for calculation of VaR
  • Manage investments more effectively
  • Comprehensive coverage on portfolio construction, theories & risk associated
  • Detailed explanation of portfolio rebalancing
  • Exhaustive reading material covering detailed 3 sections outlined below
  • Practical hands-on Asset Allocation & Portfolio Construction useful for careers in portfolio management


  • Understand how to design strong asset allocation models for all market conditions
  • Build and maintain optimal portfolio’s based on investor needs
  • Analyze the key features, advantages and risks of a broad range of asset classes and their performance in different market conditions
  • Implement portfolio construction at the overall plan level, taking into account practical challenges of implementation.
  • Comprehensively understand the main characteristics of key asset classes, and the role they each play within a balanced portfolio.


  • Private Bankers and Wealth Managers
  • Portfolio and Asset Managers
  • Heads of Investment
  • Investment Analysts and Advisors
  • Pension Fund Managers and Trustees
  • Regulators and Auditors
  • Fund and wealth managers
  • Treasury and liquidity managers
  • Traders
  • Strategists

Fast Facts

  • Certified by : Moody’s Analytics and EduEdgePro
  • Broad Coverage:
  • Introduction to Asset Allocation
  • Strategic, tactical and dynamic asset allocation
  • Risk and Rewards in asset allocation
  • Portfolio Insurance
  • Rebalancing & Reallocation
  • Portfolio Rebalancing Strategies
  • Portfolio Risk & Return
  • Portfolio Construction Theories
  • Value-at-Risk and Portfolio Risk Budgeting
  • Portfolio Performance Measures and Attribution


Objective of this section is to understand concept of asset allocation. Various strategies used in asset allocation like strategic, tactical, dynamic and integrated are elucidated in this section. The participant will also learn about risk and rewards in asset allocation.

Overview of Asset Allocation
  • What is asset allocation
  • Importance of diversification
  • Types of asset classes
Different approaches to asset allocation
  • Strategic and Tactical Asset Allocation
  • Static and Dynamic Asset Allocation
  • Constant Weighting Asset Allocation
Risk & Rewards
  • The risks and rewards of asset allocation in different market cycles
  • Asset and portfolio risk
  • Estimating expected returns
  • Risk adjusted returns

This section is aimed at understanding portfolio rebalancing and reallocation concept and strategies. Calendar & corridor method are explained in detail. Portfolio insurance is also covered under which Constant Proportion Portfolio insurance is explained in depth.

Portfolio Insurance
  • What is portfolio Insurance
  • Constant Proportion Portfolio Insurance (CPPI)
Rebalancing & Reallocation
  • Objectives
  • Approaches to rebalancing
  • Advantages and disadvantages
  • ‘Drift’ in the portfolio
  • Relative performance
Portfolio Rebalancing Strategies
  • Calendar Method
  • Corridor Method

This section specifically focuses on portfolio construction. Modern Portfolio Theory, Capital Asset pricing model, multi factor models are covered in this section. Concept of VaR and Portfolio Risk Budgeting is taught using excel models. Participants will learn portfolio performance measures and attribution in great detail and how they can be used in practice.

Portfolio Risk and Return
  • Average Return
  • Holding period Return
  • Geometric Mean Return
  • Money Weighted Return
  • Annualized Return
  • Nominal Returns and Real Return
  • Variance and Standard Deviation of Asset & Portfolio
  • Risk Weighted Return
Portfolio Construction Theories
  • Modern Portfolio Theory
  • Efficient Frontier
  • Capital Asset Pricing Model
  • Black Litterman Model
  • Multi-Factor Models (Fama-French, Carhart)
Value-at-Risk and Portfolio Risk Budgeting
  • Analysis of VaR
  • Methods to calculate VaR
  • Normal and non-normal risk decomposition
  • View optimisation
  • Diversification constraints
Portfolio Performance Measures and Attribution
  • The performance measurement process
  • Attributes of good benchmarks
  • Sharpe Ratio
  • Treynor Ratio
  • Jensens alpha
  • Sortino Ratio
  • Risk Return Profile


Let us bring our classes to you! Our in-house training are ideal for groups of 10 or more people. We can provide Off-the-shelf training in the form of our classic courses, or we can provide bespoke training, tailored to your organizational goals and objectives. Please contact us for further details

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