Pietro Veronesi
Deputy Dean for Faculty and Sherman and Vivian Chao Distinguished Service Professor of Finance
Pietro Veronesi
Portfolio Management
Gain practical insights into investment strategies.
Next Session
June 8-June 12, 2026
View All Dates
Location/Format
In-Person
Gleacher Center, Chicago
Investment Fee (in USD)
$12,500 USD
Questions? Connect with our enrollment advisors.
Next Session
June 8-June 12, 2026
View All Dates
Location/Format
In-Person
Gleacher Center, Chicago
Investment Fee (in USD)
$12,500 USD
Questions? Connect with our enrollment advisors.
Portfolio Management is designed for executives seeking a comprehensive framework for evaluating investment portfolios, managing risk, and applying advanced techniques to optimize performance.
Led by Booth’s world-renowned faculty and industry experts, this five-day immersive program combines academic rigor with real-world application. You’ll learn from the same professors who teach in Booth’s MBA and specialized masters programs, while engaging with global peers and guest speakers to apply insights in practice.
This program is offered three times a year, one time at each of our global campuses: Chicago, London, and Hong Kong.
This program serves as an elective to:
By attending this program, you will explore key themes in:
Master Asset Class Fundamentals
- Gain a deep understanding of the risk/return profiles of key asset classes—stocks, bonds, mutual funds, hedge funds, ETFs, real estate, and alternatives.
- Assess how asset correlation, volatility, and diversification shape portfolio construction.
Optimize Portfolio Allocation
- Apply principles of modern portfolio theory to balance risk and return.
- Incorporate alphas, Sharpe ratios, and other performance measures into allocation decisions.
Apply Investment Models & Strategies
- Use models such as CAPM and multi-factor frameworks to guide investment decisions.
- Explore value, size, and momentum strategies, and understand their rational and behavioral foundations.
Explore Emerging Trends in Asset Management
- Evaluate the role of AI, machine learning, and ESG in shaping the future of investment.
- Understand innovations such as Smart Beta and factor rotation strategies.
Learn from Industry Experts
- Obtain practical insights through real-world case discussions, faculty guidance, and perspectives from leading investment professionals.
- Connect classroom learning to current market dynamics and best practices.
Leave with Confidence
- Exit not just with advanced portfolio management tools, but with the ability to apply them in real time—confidently evaluating strategies, engaging with investment committees, and adapting to a changing global landscape.
Who Should Attend
Portfolio managers, investment officers, analysts, and executives seeking to master asset allocation, factor investing, and innovative portfolio strategies.
Download the brochure for in-depth insights into who should attend, participant profiles, and the ideal candidate.
Meet the Faculty in Chicago: The Core of Global Finance
Ralph S.J. Koijen
AQR Capital Management Distinguished Service Professor of Finance and Applied AI and Fama Faculty Fellow
Ralph S.J. KoijenMeet the Faculty in The Hong Kong: Insights from Asian Markets
Dacheng Xiu
Joseph Sondheimer Professor of Econometrics and Statistics
Dacheng Xiu
Paul Whelan
Associate Professor, The Chinese University of Hong Kong
Paul WhelanMeet the Faculty in London: A European Investment Perspective
Pietro Veronesi
Deputy Dean for Faculty and Sherman and Vivian Chao Distinguished Service Professor of Finance
Pietro Veronesi
Alessandro Beber
Managing Director, Head of alpha research, in the Systematic Active Equity (SAE) team at Blackrock
Alessandro BeberPractitioner Insights
Learn from Industry Leaders Who Bring the Program to Life
One of the highlights of the this program is the opportunity to hear directly from distinguished guest speakers—senior executives and Chicago Booth alumni who bring the curriculum to life with real-world perspectives and insights.
Across all program locations, past speakers have included:
- Senior leaders driving innovation in global financial services and investment sectors
- Chicago Booth alumni who share firsthand experiences applying advanced portfolio management strategies at scale
In the Hong Kong program specifically, past speakers have included:
- A Chicago Booth alumnus serving as Global Head of Financial Services, Fintech & Sustainability at a leading government agency in Hong Kong
Program Outline
- Understand principles of portfolio allocation and optimization.
- Assess correlation, volatility, and international diversification.
- Build diversified portfolios to balance risk and maximize returns.
- Study CAPM and its implications for asset returns, beta estimation, and portfolio allocation.
- Explore multifactor models (3-, 4-, and 5-factor).
- Examine size, value, growth, and momentum anomalies, including rational and behavioral explanations.
- Explore how fixed-income portfolios complement equity investments.
- Understand interest rate risk, bond betas, and inflation expectations.
- Assess optimal allocation across asset classes.
- Evaluate the complexities of active management, quant investing, efficiency, and costs.
- Explore the relationship among alphas, Sharpe ratios, and information ratios.
- Understand how alpha estimation influences allocation and performance.
- Examine the role of machine learning and natural language processing in forecasting.
- Apply big data to identify patterns and predict market events.
- Discover the foundations of Smart Beta investing.
- Compare equal weighting, value weighting, and dynamic factor rotation.
Past Participant Insights
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“From a solid grounding in fundamentals to the latest trends in active management, this course exceeded my expectations. I can’t wait to start applying what I’ve learned. Dr. Veronesi teaches with passion, energy, and humor. I loved every minute!”
—Jim Stawicki, President, Stawicki Associates Brand Management
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“Contemporary learning at its best.”
—Tumi Tiyamiyu, Portfolio Director, Prime Holdings
Upcoming Sessions
Program dates are subject to change.
Download Brochure
Download the program brochure for in-depth insights on who should attend, a schedule preview, past participant profiles, location highlights, networking opportunities, and what to expect. When doing so, you’ll also receive an editable justification letter to help you make the case to your employer for your attendance.
All fields required.
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Frequently Asked Questions
In this section, you’ll find answers to frequently asked questions about Chicago Booth Executive Education programs.
Frequently Asked Questions