Institutional Portfolio Construction and Strategy
This course discusses “top down” approaches to, and strategies for, portfolio construction from institutional real estate industry participants’ perspectives on investment policy, strategy development, and risk measurement. Utilizing NCREIF data with a focus on both return and risk measures, modern portfolio theory (MPT) along with other portfolio construction strategies and considerations form the basis for course discussions and exercises. Risk analysis within the portfolio construction, monitoring, and rebalancing process includes instruction on the use and interpretation of various risk measures, including the Sharpe, Treynor, and Sortino ratios along with the duality of beta in the form of upside and downside betas. Within the context of the investment policy statement and/or investment fund parameters, the course concludes with discussions on rebalancing and/or modification of investment strategy along with considerations as to “style” and risk and return parameters within a specific fund or investment program.
2400 E Missouri Ave
Phoenix, AZ 85016
NCREIF Group Rate: $379
Group Rate Cutoff Date: February 20, 2022
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Yes, please contact the hotel directly to make your hotel reservations.
The dress code for conferences is business casual. Depending on location, there may be social events that are casual so please be sure to review your conference confirmation letter for those details!
NCREIF is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors.
State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: www.learningmarket.org.