Investment Management and Portfolio Construction Course

Name: Investment Management and Portfolio Construction Training Course
Availability: InStock

Translate investor objectives and market assumptions into asset allocation, portfolio construction, risk budgets, attribution, and rebalancing decisions.

Investment Management and Portfolio Construction Course

At a glance

Duration: 5 days
Format: Classroom
Cities: Madrid, Johannesburg, Cairo, Trabzon, Dubai, Amman and more
Next session: 12 – 16 October 2026, Madrid
Average fee: 5,800 €

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Investment Management and Portfolio Construction Training Course

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Overview

Investment Management and Portfolio Construction Training Course is a five-day advanced course for investment professionals who leave with a Governed Investment Portfolio Decision Pack. The course connects mandate design, capital-market assumptions, strategic allocation, portfolio construction, risk budgeting, security and manager decisions, implementation, performance attribution, and rebalancing. Participants turn investor objectives and constraints into traceable portfolio choices and oversight rules. Agile Leaders Training Center delivers this course on investment management and portfolio construction.

Who Should Attend

Portfolio management functions responsible for allocation and investment decisions
Investment research functions responsible for assumptions and security evidence
Asset-owner functions responsible for mandates, managers, and oversight
Risk functions responsible for budgets, limits, scenarios, and monitoring
Wealth and treasury functions responsible for governed portfolio outcomes

The course assumes participants already interpret market data, returns, risk measures, and valuation evidence and leaves out introductory personal finance and product sales.

Departments and Industries

The course supports investment management and portfolio construction across institutional and commercial environments.

Investment, treasury, wealth, risk, and finance departments
Asset management, banking, insurance, and securities organizations
Pension, endowment, foundation, and sovereign investment functions
Corporate treasury and institutional reserve-management functions
Investment consulting, research, and manager-oversight functions

Learning Objectives

By the end of this course, participants will be able to:

Build investment objectives, constraints, and governance rules
Analyze capital-market assumptions and portfolio scenarios
Apply allocation and portfolio-construction methods
Evaluate securities, managers, and implementation choices
Use risk budgets, limits, and rebalancing triggers
Diagnose performance through measurement and attribution

Course Agenda

Day 1: Investment Mandate and Governance

Investor Objective and Constraint Map
Investment Policy Statement Decision Framework
Risk Capacity and Tolerance Assessment Grid
Governance Role and Decision-Right Matrix
Portfolio Benchmark and Success-Criteria Design

Day 2: Assumptions and Asset Allocation

Capital Market Expectation Scenario Set
Risk, Return, and Correlation Estimate Matrix
Strategic Asset Allocation Decision Grid
Mean-Variance Optimization Constraint Review
Liability, Liquidity, and Illiquid-Asset Overlay

Day 3: Portfolio Construction and Risk Budgeting

Asset-Class and Factor Exposure Map
Diversification and Concentration Diagnostic
Risk Contribution and Risk-Budget Worksheet
Active-Passive Allocation Decision Matrix
Portfolio Stress Scenario and Limit Dashboard

Day 4: Implementation and Performance

Security and Investment Manager Evaluation Scorecard
Portfolio Implementation and Execution Plan
Time-Weighted and Money-Weighted Return Review
Allocation-Selection-Interaction Attribution Model
Monitoring, Drift, and Rebalancing Rulebook

Day 5: Investment Portfolio Practice

Suggested Exercise: Mandate and Policy Challenge
Suggested Exercise: Allocation and Constraint Review
Suggested Exercise: Risk-Budget and Stress-Test Decision
Suggested Exercise: Performance Attribution Briefing
Capstone Exercise: Governed Investment Portfolio Decision Pack

Practical Exercises

The course uses suggested activities to convert investor circumstances and market evidence into governed portfolio decisions.

Suggested activity: draft objectives and constraints for an institutional reserve.
Suggested activity: compare allocations under different return and liquidity assumptions.
Suggested activity: diagnose concentration and risk contributions in a multi-asset portfolio.
Suggested activity: explain performance and recommend a rebalancing response.

FAQs

Who suits investment management and portfolio construction training, and what does it assume?

Investment management and portfolio construction training suits portfolio managers, analysts, asset owners, wealth managers, treasury professionals, risk specialists, and governance functions who already interpret market, valuation, return, and risk information.

How does advanced investment management differ from introductory investment training?

Advanced investment management converts objectives and constraints into allocation, construction, risk-budget, implementation, attribution, and rebalancing decisions, while introductory training establishes instrument and market concepts.

What belongs in an investment policy statement?

An investment policy statement records purpose, return and risk objectives, constraints, time horizon, liquidity, permitted assets, allocation ranges, benchmarks, responsibilities, monitoring expectations, and rebalancing or review triggers.

How does risk budgeting improve portfolio construction?

Risk budgeting assigns acceptable risk contributions across assets, strategies, or managers so portfolio choices can be tested against the desired return sources, diversification, limits, and loss tolerance.

How should investment performance attribution inform decisions?

Investment performance attribution should identify allocation, selection, interaction, factor, or manager contributions, reconcile them to total results, distinguish process from noise, and guide review without treating past performance as a forecast.

Conclusion

Participants leave with a Governed Investment Portfolio Decision Pack containing a mandate, assumptions, allocation, construction choices, risk budget, manager scorecard, attribution review, monitoring rules, and rebalancing triggers. The pack changes separate investment opinions into traceable decisions. It supports investment committees, portfolio teams, risk functions, and asset owners throughout the management cycle.

credits: 5 credit per day

Course Mode: full-time

Provider: Agile Leaders Training Center

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Showing 61-74 of 74 events

Location	Dates	Duration	Mode	Price
Rome	Week 31, 2027 2 – 6 August 2027	5 Days	Onsite	€5,700
Phuket	Week 31, 2027 8 – 12 August 2027	5 Days	Onsite	€6,000
Porto	Week 33, 2027 16 – 20 August 2027	5 Days	Onsite	€5,700
Dubai	Week 34, 2027 23 – 27 August 2027	5 Days	Onsite	€4,500
Abu Dhabi	Week 34, 2027 23 – 27 August 2027	5 Days	Onsite	€4,700
Paris	Week 35, 2027 30 August – 3 September 2027	5 Days	Onsite	€5,700
Montreux	Week 35, 2027 30 August – 3 September 2027	5 Days	Onsite	€7,500
Munich	Week 37, 2027 13 – 17 September 2027	5 Days	Onsite	€5,700
London	Week 38, 2027 20 – 24 September 2027	5 Days	Onsite	€5,700
Milan	Week 38, 2027 20 – 24 September 2027	5 Days	Onsite	€5,700
Nairobi	Week 38, 2027 26 – 30 September 2027	5 Days	Onsite	€4,500
Casablanca	Week 40, 2027 4 – 8 October 2027	5 Days	Onsite	€4,100
Nice	Week 40, 2027 4 – 8 October 2027	5 Days	Onsite	€5,700
Accra	Week 40, 2027 10 – 14 October 2027	5 Days	Onsite	€4,100

Frequently asked questions

What does this course cover?

OverviewInvestment Management and Portfolio Construction Training Course is a five-day advanced course for investment professionals who leave with a Governed Investment Portfolio Decision Pack. The course connects mandate design, capital-market assumptions, strategic allocation, portfolio construction, risk budgeting, security and manager decisions, imple…

Are training dates available?

Yes. Available dates and destinations are listed in the course dates section on this page.

How can I register?

Choose an available date on this page and complete the registration form, or send a programme enquiry.

Can I download the course brochure?

Yes. Use the brochure download link provided on this page.

Investment Management and Portfolio Construction Course