Case Study in Portfolio Management: Institutional (2024 Level III CFA® – Reading 14)

Описание: Master CFA Level III Portfolio Management with this in-depth case study on institutional investors. In this session, Jim reviews key learning outcomes from the CFA curriculum, covering strategic vs tactical asset allocation, liquidity risk, derivatives overlays, and ESG integration. You’ll learn how to approach real-world case studies and prepare for exam-style questions.

What you’ll learn:

Strategic asset allocation vs tactical adjustments

Liquidity and illiquidity premiums in portfolio management

Use of derivatives for overlays and rebalancing

ESG factors in institutional portfolio strategies

Risk and return considerations for endowment and pension funds:
Level I: https://analystprep.com/shop/cfa-leve...

Level II: https://analystprep.com/shop/learn-pr...

Level III: https://analystprep.com/shop/cfa-leve...

Levels I, II & III (Lifetime access): https://analystprep.com/shop/cfa-unli...

Prep Packages for the FRM® Program:

FRM Part I & Part II (Lifetime access): https://analystprep.com/shop/unlimite...

Topic 6 – Cases in Portfolio Management and Risk Management
Reading 14 – Case Study in Portfolio Management: Institutional
LOS : Discuss tools for managing portfolio liquidity risk.
LOS : Discuss capture of the illiquidity premium as an investment objective.
LOS : Demonstrate the application of the Code of Ethics and Standards of Professional Conduct regarding the actions of individuals involved in manager selection.
LOS : Analyze the costs and benefits of derivatives versus cash market techniques for establishing or modifying asset class or risk exposures.
LOS : Demonstrate the use of derivatives overlays in tactical asset allocation and rebalancing.
LOS : Discuss ESG considerations in managing long-term institutional portfolios.

#CFA #CFAExam #CFAProgram #CFAInstitute #PortfolioManagement #InstitutionalInvestors #ESGInvesting #LiquidityRisk #AssetAllocation #AnalystPrep