Portfolio Management Simulation
Students become portfolio managers and engage in an intense battle to generate risk-adjusted returns
Simulation Overview
The Portfolio Management Simulation uses real-time market data, providing an accurate reflection of the fast-paced environment of fund management and asset allocation.
Students manage asset diversification, mean-variance optimization, and market analysis to make informed investment decisions.
This multiplayer portfolio management simulation encourages critical thinking and emphasizes financial literacy, strategic investment, and risk management. Students are assessed based on the Sharpe Ratio they achieve.
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Key Features
Duration
3 to 6 hours
Ideal for
MSc, MBA, 3rd BSc students
Pre-requisites
Basic understanding of CAPM, Sharpe Ratio, mean-variance optimization
Approach
Adaptive learning by doing in a competitive team setting
Grading
Simulator provides assessment data to grade students
Instructions
Explained by videos, case studies, pop-up windows
Real-time feedback and scores
Provided by simulator
Facilitator
Simulator runs by itself (coaching is optional)
Clocks, rules and validation
Managed by the simulator
Location
Online, in-classroom or hybrid
Overview: Portfolio Management
- Dive into the role of fund managers - Manage real-world equity portfolios - Conquer CAPM, mean-variance optimization, asset allocation, and performance measurement
41 seconds
Pricing
Per participant, valid for 50+ students
| Currency | DIY | Primed | Guided | Facilitated |
|---|---|---|---|---|
| USD | USD 33 | USD 46 | USD 59 | USD 69 |
| EUR | EUR 29 | EUR 39 | EUR 52 | EUR 65 |
| GBP | GBP 25 | GBP 35 | GBP 45 | GBP 55 |
Need to apply for internal funding approval?
Show Business CaseCreators of the Portfolio Management Simulation
The following industry professionals were involved from the beginning in the inception, creation, development, testing, and optimization of the simulation.
Former Corporate Finance Practice Specialist, McKinsey, Gerhard Kling.
Investment Professional, HPS Investment Partners, Gerhard Wortche.
Investment Professional, PE, VC, and family offices, Olaf Rottke.
Senior M&A Investment Banker, Morgan Stanley, Bharat Venugopal.
VC Investor, Raushan Kretschmar.
Facilitator Resources
Concepts
- CAPM
- Mean-Variance Optimization
- Efficient Frontier
- Security Market Line
- Portfolio Theory
Learning Objectives
- Understand the principles of portfolio management and the mean-variance optimization framework
- Apply the Capital Asset Pricing Model (CAPM) to evaluate the expected return and risk of a portfolio
- Identify and analyze the characteristics of different types of securities and how they contribute to portfolio diversification
- Understand the impact of market conditions and macroeconomic factors on portfolio performance
- Identify and analyze the different types of portfolio risks, such as systematic and unsystematic risks
- Understand the different portfolio optimization techniques and how to implement them
- Understand the importance of monitoring and rebalancing a portfolio and how to do so effectively
- Understand the role of active and passive investment strategies in portfolio management and the trade-offs between them
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Book a Demo
Join this 20-minute webinar, followed by a Q&A session, to immerse yourself in the simulation.