CHF 775



Students must have a good knowledge of financial markets and products as well as of mathematics and statistics .


Investment strategy and asset allocation

Asset Allocation is at the center of investment considerations. In the wake of the financial crisis and in a low interest rate environment, what are the main challenges of an optimal diversification?


Anyone interested in the financial sector and wishing to acquire knowledge of portfolio management.


By the end of this course the student should be able to :

•Understand the financial expressions used in the asset management industry and be able to describe and explain their meaning (concept of correlation, concept of volatility, concept of portfolio optimization)

•Be able to differentiate between “sell side” and “buy side” and understand concepts of « Top Down » and « Bottom up ».


A. Understand Investment Strategy

• Primary research and Secondary research

• Top down and Bottom up analysis

• Fundamental analysis ( basics)

• Quantitative analysis (basics)

• Technical analysis ( basics)

B. Understand Asset Allocation and Diversification

• Principles of Asset Allocation and diversification

• Which Asset Allocation for which client?

• The retail client

• The private client

• The HNWI and UHNWI and FO

• The institutional client ( pensions, wealth managers, insurance compa-nies, others )

• Which Asset Class for which investment profile?

• Strategic and Tactical Asset Allocation

C. Meet the client

• Case study or Simulation (Role playing games)

D. Intervention by an external expert on current events in the banking industry


The method used is a pedagogical demonstrative method. The lecturer will review the main concepts and main issues linked to asset allocation. Participative methods will then be used in order to increase the motivation and awareness among the stu-dents.


• Powerpoint slides and handouts

• Extracts from the financial press or magazines

• Recommended reading : "Pension Fund Managers : Assessment of the Responsibility", John Tendon


Professionals in the field, selected on the basis of their expertise and skills.

Durée et organisation

22 periods of 45 min. Evening session from 18h15 to 21h15 (subject to modifications)