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Asset Allocation
Wharton Executive Education

Asset Allocation

Wharton Executive Education, Philadelphia
AnytimeDuration
onlineFormat
EnglishLanguage
FinanceTopic

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Anytime - Self-Paced
online · Self-Paced
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$1,200

All-inclusive program fee

About This Program

In this asset-allocation course, you'll build on your portfolio-management knowledge by exploring the importance of asset allocation in investing. Asset Allocation was designed by professors Christopher Geczy and Jules van Binsbergen to equip you with different portfolio strategies and risk-management tools. You'll analyze the theoretical frameworks of the modern portfolio theory (MPT) and the capital asset-pricing model (CAPM) while exploring how to apply multi-factor asset pricing models. Real-life examples are used to discuss asset-allocation models, long- versus short-term considerations and portfolio attribution analysis. By the end of this asset-allocation course and online portfolio-management certificate program, you'll employ allocation models to analyze correlation and volatility in your investments better – so you can ultimately achieve better returns on your investments. By the end of this course, learners will be equipped with the knowledge and skills to apply advanced asset allocation strategies, understand and utilize various asset pricing models, manage asset-liability considerations, and conduct thorough performance attribution analyses. This course is essential for anyone looking to deepen their expertise in investment management and asset allocation.

Why Wharton Executive Education?

When Fortune 500 boards, sovereign wealth funds, and serial founders want their senior teams sharpened on finance, strategy, or leadership, they repeatedly arrive at the same address in West Philadelphia. Wharton's executive programs are built on the same faculty who define the academic disciplines themselves — not practitioners brought in to translate research, but the researchers writing it.

Your Profile

  • Access to and a basic understanding of Microsoft Excel is required to complete the final case study project for the Asset Allocation course.

Benefits

  • Implement the CAPM formula and other multi-factor asset-pricing models
  • Differentiate hedge, private equity, and venture capital funds from mutual fund strategies
  • Employ models of allocation better to analyze investment correlation and volatility
  • Assist investors in assessing risk tolerance
  • Assess performance persistence and discuss whether past performance is indicative of future results

What You'll Learn

  • Module 1: Asset Pricing Models
  • Module 2: Investment Horizon and Asset-Liability Management
  • Module 3: Strategic Asset Allocation
  • Module 4: Performance-Attribution Analysis

Frequently Asked Questions

How to Apply

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  3. 3

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  4. 4

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    Gather your CV, reference letters, and any required test scores. Many EMBA programs waive standardised tests for senior candidates.

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