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Risk Measures for Portfolios - Optimising Trade-Off Between Risk & Return


Risk Measures for Portfolios - Optimising Trade-Off Between Risk & Return
Risk Measures for Portfolios - Optimising Trade-Off Between Risk & Return
13 August 2020
Virtual Instructor-Led Training (VILT) -
In House Training , Management , Finance , Corporate Training


Virtual Instructor-Led Training - Investment Series:

Risk Measures for Portfolios

Internationally Leading Investment Trainer & Financial Markets Expert

Frank Hvid Petersen-Investment Trainer

Frank Hvid Petersen

Winner of multiple Prospera Investor Rankings for 
Best Macroeconomic & Equity Strategy Analysts

Founder of Advisory Firm - Earlybird Research & Education

25 years of experience in the financial sector

Frank has long been a sought after investment guru and authority with a background of almost 25 years specializing in macroeconomics and financial markets. He was previously the Chief Economist and Chief Equity Strategist for Alfred Berg Bank (A leading Nordic Investment Bank) as well as the Head of Strategy and Portfolio Management in Carnegie Investment Bank. Since then he has established his own advisory firm - Early Bird Research, a professional market research company.

Aside from that, he holds a M.Sc. (Econ) from the University of Copenhagen and writes columns on portfolio management issues for AMWatch - a Scandinavian asset management news site.


“Frank has the capability of framing the argments and making his point of view clear for every attendee. The fact that Frank manages to understand every individual’s challenges makes him one of the best investment lecturers in Denmark. Frank is a tremendous communicator with a high level of both intelligence and humor.”
– Sydbank

“Frank is a well-prepared teacher with great insight and professional knowledge, with a commitment to teaching.” 
 Smart Academy Denmark

"The course was excellent, very relevant. Good and very inspiring teaching methods."
– Vice President, T. Rowe Price

"The course fully met my expectations. It was excellent. A good mix of theory and practice. Good anecdotes."
– Analyst, Arbejdernes Landsbank (Denmark's 7th Largest Bank)

Why Choose Kexxel's VILT Courses

NOT a Webinar!
Join our live, virtual courses enriched with a diverse range of interactive activities, such as action plans, group discussions, breakout sessions, exercises, case studies, and more.

Course Materials
An advantageous combination of presentation slides and downloadable workbooks are provided to participants prior to classes for a more holistic learning experience.

Pre-Course Questionnaires
Our instructors will understand the specific needs and requirements of each individual participant, by allowing attendees to review and highlight topics of importance prior to the course.

Private, In-house Sessions
Upon request for organizations seeking a more customised learning for their employees.

Post-event Follow up
Learning doesn’t stop at the close of the window screen! We'll do a post event follow up on a quarterly basis. This is an exclusive, invitation-only access for participants that have attended courses under an instructor in that quarter.

Course Outline

Understanding and managing portfolio risk is perhaps the most important component of portfolio management, as the ability to quantify the risk of a portfolio allows room to optimise for potential returns. In this course, Frank Hvid Petersen will assist you with mastering the theory and practice of risk management applied to portfolios over a broad variety of asset classes.

You will learn:

  • Overview of portfolio risk
  • Main measures of risk of a portfolio
  • How to analyse and measure the impact of correlation on portfolio risk exposures
  • The different methods and measures to credit risk modeling

Session 1: Standard deviation as a measure of risk

  • For single assets
  • For a portfolio
  • Standard deviations and confidence intervals
  • Case Study: Shifting correlations and portfolio risks
  • Mean reversion and the importance of time horizon

Session 2: Value-at-Risk (VaR) and its use

  • Definition of VaR and assumptions behind the concept
  • How to calculate VaR
  • The use of VaR
  • Case Study: Parameter sensitivities
  • The limitations of VaR

Session 3: Other Relevant Risk Measures

  • C-VaR and max drawdown
  • Sharpe ratio
  • Information ratio
  • Tracking error

Session 4: Factor Risk & Risk Budgeting

  • Factor risks
  • Risk budgetting

Click here to view the full list of events under our Investment Series

*******For more details, kindly download the brochure*******



Virtual Instructor-Led Training (VILT)