Develop a comprehensive understanding of the fundamentals of project finance

Your Family Office Workshop

This 3-day workshop is designed for professionals who are required to develop a comprehensive understanding of the fundamentals of project finance related to areas like financial sponsors, corporate finance and commercial banking.

We offer a highly practical workshop for Active Portfolio Management & Asset Allocation in London on 27-29 November 2017. Our instructors and presenters have hands-on professional experience in the field of Active Portfolio Management & Asset Allocation, while we offer learning and networking opportunities through relationship building within the vetted family office investment community. All family office workshops take place in London's most prestigious hotel establishments.

Central London Location
Knightsbridge, London

Our Offering

Workshop Objectives

This 3-day course is designed for professionals in the wealth management industry (private banking, family office, sovereign wealth and other institutional asset managers) who are required to develop a sound knowledge of modern portfolio construction and asset allocation techniques.

The course objective is to examine the fundamentals of portfolio management and the process of asset allocation within a practical context, while it elaborates on recent developments of best practice modelling within the industry. Specifically, by attending the Active Portfolio Management & Asset Allocation course, participants will learn how to:

  • Evaluate investment characteristics and develop investment policies based on the clients’ investment requirements
  • Construct robust strategic asset allocation models and develop a framework of specifying tactical asset ranges within different market conditions
  • Develop a set of quantitative tools in measuring and evaluating portfolio performance
  • Choose portfolio benchmarks and compare actual performance
  • Monitor dynamic investor objectives and capital market conditions through the utilisation of active portfolio rebalancing techniques
  • Examine portfolio diversification through a conceptual analytical process of defining the optimal portfolio allocation based on a set of comprehensive risk-return criteria
  • Build asset pricing models based on factor analysis for a broad range of asset classes
  • Maximise the portfolio’s alpha potential and mitigate unintended risk by capturing long-term trends and short-term movements in the markets
  • Recognise behavioural bias in the investment lifecycle and take advantage of investment patterns through active portfolio management
  • Develop investment strategies in the alternative space of hedge funds, private equity, real estate and structured products
  • Integrate alternative assets with traditional asset classes in constructing multi-asset absolute return portfolios
  • Workshop Methodology

    The course materials are based on case studies and practical examples, which are designed to assist the participants to gain a working knowledge of the topics taught.

Day 1

Developments in the portfolio management industry

  • Top-down and bottom-up approach to fund management
  • The rationale of passive vs. active investment strategies and other hybrid strategies
  • Defining strategic and tactical asset allocations
  • Major investment styles prevalent in the fund management industry
  • Institutional fund types, return objectives, time horizons, liability structure and liquidity requirements
  • Fund of funds investment approach
  • Retail investment funds including both open and closed ended structures
  • Private client funds and portfolio advisory

Principles of active portfolio management

  • Markowitz portfolio theory, mean-variance analysis and optimal portfolio choice
  • Portfolio diversification and the correlation effect
  • Portfolio performance measurement and benchmark creation
  • Modern portfolio theory and market inefficiency
  • The capital allocation line, capital market line and security market line
  • Asset pricing and multi-factor models
  • Economic and empirical justification of active portfolio management
  • Case Study: The Treynor-Black model for security selection

Day 2

The asset allocation process

  • The asset allocation decision and investment constraints
  • Robust strategic asset allocation models
  • Combination of tactical and dynamic portfolio rebalancing
  • Liability driven investment strategies
  • Selection process of style, sector, region, country, industry and security
  • Manager selection, search for alpha and the information ratio
  • Behavioural bias and investment patterns within a tactical allocation context

Asset allocation in the traditional space

  • Stock market indices and indexation techniques
  • Stock selection based on technical and fundamental analysis
  • Valuation methodology of equity stocks
  • Alpha capture, correlation and performance measurement
  • Bond portfolio management passive vs. active investment style
  • Contingent immunisation
  • Case Study: Bullet vs. barbell bond portfolios
  • Case Study: The “riding the yield curve” strategy

Day 3

Asset allocation in the alternative space

  • Hedge fund and private equity investment strategies
  • Active portfolio management using derivatives
  • Real estate investments and structured products
  • Integration of alternative assets with traditional asset classes

Further Case Studies

  • Derivatives: Speculative, hedging, arbitrage and exotic strategies
  • Optimal portfolio construction
  • Fund of Hedge Funds: A quantitative allocation model
  • Multi-Asset Absolute Return Funds
  • Long / Short Equity Fund
  • “Alternative alternative” investments

The Family Office Institute is a leader in providing advanced workshops for family offices and their advisors. We conduct forums in collaboration with investment professionals, as well as, highly focused courses and forums for family offices, private investment offices, investment management boutiques, specialised wealth management firms and private banks. Our guest speakers are leading professionals in their respective field of expertise globally with decades of experience.

We apply a strict qualification process, to ensure that participation to our workshops remains exclusively to family offices and industry professionals. In this respect, we reserve the right to accept applications which only meet our criteria. Besides, we place a limit on the number of delegates per workshop. For most of our workshops, participants are required to fall into one of the following categories to attend:

  • Single Family Offices
  • Multi-Family Offices
  • Private Investment Offices
  • Sophisticated private investors
  • Professional advisors
  • Wealth managers
  • Trust & estate practitioners
  • Legal professionals

Our Workshops deliver:

  • Confidential - relationship building within a community of family office professionals.
  • Intimate gatherings - practical sessions, roundtables, cocktail receptions and more.
  • Exclusivity - unencumbered and transparent, free of competitor encroachment.
  • Exposure - network of family office and sophisticated private investors.
  • Highest quality - content that is trusted for its substance, accuracy and timeliness.

Participation Fees: Our workshop fee is currently at £3,500 + VAT (pound sterling) per attendee.

A reduced fee may be provided if an institution intends to be represented by more than 3 delegates in a specific workshop. The workshop may also be run in-house, exclusively to the requirements of a family office or a specific industry institution. For further options please contact us directly to discuss your exact specifications in confidence.

Refund policy: The Family Office Institute operates a no refund policy with respect to workshop cancellations. However, subscriptions may be transferred to alternative workshops, or alternative client institutions upon request.

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