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Founded by passionate advocates of learning and innovation, Learni set out to make professional training accessible to everyone, everywhere in the world. Our team works in the largest cities such as Paris, Lyon, Marseille, and internationally, to support talents and organizations in their skills development.
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Allan BusiApr 7, 202612 min readThe Training Portfolio Management - Advanced Optimization of Returns and Risks training is delivered in-person or remotely (blended-learning, e-learning, virtual classroom, remote in-person). At Learni, a Qualiopi-certified training organization, each program is designed to maximize skills acquisition, regardless of the training mode chosen.
The trainer alternates between demonstrative, interrogative, and active methods (through practical exercises and/or real-world scenarios). This pedagogical approach ensures concrete and directly applicable learning in the workplace.
To ensure the quality of the Training Portfolio Management - Advanced Optimization of Returns and Risks training, Learni provides the following teaching resources:
For in-house training at a location external to Learni, the client ensures and commits to having all necessary teaching materials (IT equipment, internet connection...) for the proper conduct of the training action in accordance with the prerequisites indicated in the communicated training program.
The assessment of skills acquired during the Training Portfolio Management - Advanced Optimization of Returns and Risks training is carried out through:
Learni is committed to the accessibility of its professional training programs. All our training programs are accessible to people with disabilities. Our teams are available to adapt teaching methods to your specific needs. Do not hesitate to contact us for any accommodation request.
Learni training programs are available for inter-company and intra-company settings, both in-person and remote. Registration is possible up to 48 business hours before the start of training. Our programs are eligible for OPCO, Pôle emploi, and FNE-Formation funding. Contact us to discuss your training project and funding possibilities.
Dive into the quantitative foundations of portfolio management with multi-objective optimization, use Python and libraries like SciPy to implement the Markowitz model on real market data, explore Black-Litterman extensions incorporating analysts' subjective views, perform Monte Carlo simulations on diversified portfolios, produce your first allocation report with backtesting and graphical visualizations to assess robustness in volatile conditions.
Master expert risk management tools with parametric and historical Value at Risk calculations via R or Excel VBA, implement copulas to model extreme dependencies between assets, conduct stress tests on geopolitical scenarios and past financial crises, develop mitigation strategies including collars and swaps, apply everything to a concrete equity/bond portfolio case, generate risk reports compliant with Basel III standards for immediate business use.
Explore advanced hedging techniques with options, futures, and CDS to protect portfolios against asymmetric shocks, integrate machine learning to predict returns via logistic regression and neural networks on tick-by-tick data, test smart beta and factor investing strategies on simulated Bloomberg terminals, arbitrage market inefficiencies with pairs trading, build and backtest a long/short portfolio, obtain deliverables ready for professional deployment with drawdown analysis.
Evaluate expert performance with Sharpe, Sortino, Information ratios, and Brinson attribution on real portfolios, integrate ESG criteria via MSCI and Sustainalytics scores for sustainable tilts, optimize under SFDR and TCFD regulatory constraints, develop interactive dashboards with Power BI for investor reporting, simulate climate scenarios on assets, finalize a complete ongoing project with strategic action plan, source code, and certifying documentation to boost your business skills.
10 participants max.
$6,160 / per person
28 heures
in-personTarget audience
Portfolio managers, CIOs, financial analysts, and corporate investment managers seeking expert-level skill enhancement
Prerequisites
Advanced experience in market finance, mastery of derivatives, quantitative analysis, and stochastic modeling
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beginner
€4,375.0035 heures
remote10 pers. max.advanced€4,900.0028 hoursremote10 pers. max.introductory€875.007 hoursin-person10 pers. max.intermediate€2,100.0014 hoursremote10 pers. max.