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Module 4: Portfolio Management & Asset Allocation
7 February 2014

The aim of the Module was to provide students with tools and knowledge in global asset allocation and portfolio management, with particular emphasis on the management of risk. Topics included optimizing asset allocation, portfolio construction, factor models, currency risk management, investment strategies, hedge funds, performance evaluation and attribution. The course also introduced participants to behavioral finance and the implication for asset allocation.


The case studies, hedge funds and currency options were the most useful. The in-class exercises and cases highlighted real world situations, and allowed us to practice what was taught in class. Prof Solnik motivated extremely well throughout the session. The pace was just right and the Module was very insightful.