Portfolio Volatility and Duration - Online

Building on Portfolio Management I, this course explains in greater detail how to value fixed income and equity securities, and explains the roles of global investing, emerging markets, alternative investments, indexation, and style investing. It illustrates specific ways to analyze portfolios, including the Sharpe Ratio and performance attribution analysis.

This course replicates the content from lesson 2 of Portfolio Management II - Online

This is an asynchronous eLearning course that can be accessed 24/7 from any internet enabled computer. Subscription period for this course is 90 days.

Available TodayOnlineUSD$60.00
Instructional Method:
Self-Study
Level: Intermediate
CPE Credits: 1

Junior portfolio managers, money managers, research analysts, client services staff, consultants, individual and institutional investors, private bankers and financial advisors, research staff members of pension boards and plan sponsors.
Students will be able to:
  • Define volatility and identify the factors that affect it.
  • Identify duration strategies — (modified duration and convexity) and recall their benefits.
  • Identify the best bonds when calculating convexity.
Portfolio management I - Online, Fixed Income Securities - Online - or equivalent knowledge
Portfolio Volatility and Duration
  • Factors affecting bond volatility
  • Duration, modified duration and convexity