Start a conversation ↗

Description

Portfolio Construction: Allocating, Selecting and Steering Over Time

Move from a list of individual holdings to a portfolio built around a defined objective and a risk level you consciously accept

  • 2 days — 14 h
  • In-person or virtual
  • Foundation
  • Up to 6 participants

Portfolios are often built by accumulation: one idea after another, with no overall view. The result concentrates identical risks under different names, and no one can explain what drives performance or what would erode it. The risk question only comes up after a sharp fall.

This short programme rebuilds the portfolio construction process in the right order: defining the objective and constraints, allocating across the main asset classes, selecting instruments, measuring risk and decomposing results, then setting rebalancing rules. It is designed for professionals new to the discipline who want to apply it to live cases.

Learning objectives

  • Formulate the portfolio's investment objective and constraints
  • Build an allocation across the main asset classes
  • Select instruments consistent with the chosen allocation
  • Measure portfolio risk and decompose performance
  • Define rebalancing rules and apply them with discipline

What makes this programme different

Building a complete allocation from a client profile provided during the session
Exposing identical risks hidden behind holdings that look different
Rebalancing rules written down and then tested against a market scenario

Programme

1Objective, Constraints and Profile

What the portfolio is meant to achieve

  • Investment horizon and liquidity requirements
  • Risk tolerance and capacity to absorb a loss
  • Tax, regulatory and personal constraints
  • Translating the profile into a written investment objective

2Allocation and Selection

Allocate first, then choose

  • Return and risk characteristics of the main asset classes
  • Diversification effects and their limits in stressed markets
  • Strategic allocation and tactical adjustments
  • Instrument selection and analysis of total costs borne
  • The role of index funds and of active management

3Measurement and Steering

Monitoring without reacting to every tremor

  • Risk indicators and risk-adjusted performance measures
  • Performance decomposition by sleeve
  • Comparison against a relevant benchmark
  • Rebalancing rules and execution discipline
  • Reporting to the client

Who is it for

Financial advisers · portfolio managers at an early stage of their career · analysts and staff of asset management firms.

Prerequisites

Familiarity with the main asset classes and with how financial markets operate.

Dates & locations

36 scheduled dates between November 2026 and December 2027. Seats are confirmed in the order enquiries are received.

November 2026

December 2026

January 2027

February 2027

March 2027

April 2027

May 2027

June 2027

September 2027

October 2027

November 2027

December 2027

None of these dates suit you? We open additional sessions on request, and any programme can be run privately for your team.

Practical details

Before the programme
Online positioning questionnaire. Your development objectives are shared with the trainer, who tailors the practical case studies to your context.
Teaching methods
Theoretical input, workshops and practical case studies. Digital course materials and method sheets provided.
Assessment
Multiple-choice tests and role-play exercises. Assessment of learning at the start and end of the programme, with immediate and 60-day follow-up evaluations.
After the programme
One year of access to the e-learning platform. Self-assessment of the skills acquired and a 30-day follow-up session with your trainer.
How to register
Registration online or on the basis of a quotation.
Lead time
11 working days after confirmation of registration.
Accessibility
Accessible to people of determination. Contact our accessibility coordinator to design a suitable solution: contact@mpf-academy.ae
Start dates
Rolling intake: in addition to the scheduled sessions, this programme can start on request.