What this advanced pathway offers
Advanced portfolio management cannot be reduced to a formula: you need to know what each indicator measures, what it ignores and what moves an allocation. Faced with a comprehensive tool, you do not always know where to start.
This pathway follows the objectives of the Portfolio management course in eight steps (diversification, risk measures, optimisation criteria, robustness, horizon, distributions, crises and the CAPM) and ends with a review. It relies on the calculations of the Advanced Portfolio Management Simulator and on five US assets in dollars (2002-2026). At each step, you work with a single chart, then check your understanding with multiple-choice questions and an answer key that explains why the right answer is right.
Who this tool is for
- Participants in the Portfolio management course who want to consolidate what they learned.
- Finance students working on Markowitz theory, risk measures and the CAPM.
- Professionals who want to check their understanding of multi-asset allocation, question by question.
How the tool works
- Diversify and measure: efficient frontier, capital market line, expected return, volatility and CAGR.
- Compare seven optimisation criteria, then test how robust the optimum is to the risk-free rate, the period and the data.
- Project a portfolio over time, read its distributions and see what the assets do in a crisis.
- Position each asset with the CAPM, then review your 28 answers.
Frequently asked questions
How does it differ from the Advanced Portfolio Management Simulator?
The calculations and data are the same. The pathway guides you step by step: one setting at a time, questions at each step and an answer key after each answer. The full simulator leaves every setting open.
How do I get access?
Access to the pathway is restricted, with the same password as the Advanced Portfolio Management Simulator. SAGORA provides it, in particular as part of the Portfolio management course. Write to us at formations@sagora.eu.
Do I need to know Markowitz theory before starting?
The basics from the course are enough: each step reminds you what it measures and each answer key explains the mechanism at work.
The pathway checks understanding; the course builds the method. Three days to move from concepts to an allocation that holds up over time.
Portfolio management course