Approved IAR CE Courses

What makes this class special that it is delivered in a highly formatted PDF created expressly for CE. It is skimmable information easily consumed by reading. Delivering CE in a document optimized for professional education is a creative new approach in professional education of advisors. Reading is a better medium for learning than webinars because you control the pace and can stop to think about what you are reading, which you cannot do on a live webinar.

In addition to the delivery method, the class is valuable because it applies behavioral insights to fiduciary client conversations in a format eligible for IAR, CFP, CIMA, CPWA, and CFA CE as well as CPA CPE.

In 9860 words, the class explains five key traits, investor identity, and behaviors under market stress. Advisors learn practice actions for anxious, skeptical, impulsive, indecisive, and competitive clients.

Documentation, communication alignment, and guardrails that support implementation of fiduciary practices frame the learning objectives discussed.

The class helps fiduciaries convert behavioral finance concepts into repeatable client-service workflows for keeping anxious, skeptical, impulsive, indecisive, and competitive clients on a plan.

This course, Key Variables in Retirement Portfolio Analysis, provides financial professionals with a deep understanding of the factors that impact retirement portfolio sustainability and income adequacy. Participants will explore critical concepts such as asset allocation, withdrawal strategies, inflation considerations, portfolio costs, and the role of required minimum distributions (RMDs) in retirement planning. Through data-driven analysis, the course examines how different withdrawal methods'fixed-dollar, percentage-based, and RMDs'affect portfolio longevity, as well as the importance of adjusting historical returns for realistic future projections. Additionally, attendees learn how equity exposure helps combat inflation and why cost sensitivity plays a crucial role in long-term financial success. By the end of the course, professionals are equipped with the practical knowledge needed to implement low-expense retirement income strategies and optimize portfolio management for clients while meeting requirements as fiduciaries.

Live 2026 IAR Products and Practice CE for strategic portfolio managers as well as CFP, CPA, CPA/PFS, CIMA, CPWA, RMA and other credentialed professionals.

Live 2026 IAR Products and Practice CE for strategic portfolio managers as well as CFP, CPA, CPA/PFS, CIMA, CPWA, RMA and other credentialed professionals.

This one-credit live webinar helps investment adviser representatives evaluate fourth-quarter 2026 economic, market, and portfolio conditions using current labor, growth, consumer, inflation, Federal Reserve, interest-rate, liquidity, earnings, valuation, and historical evidence. Participants learn to distinguish durable fundamentals from headline noise and communicate diversified, client-appropriate portfolio implications without presenting forecasts as guarantees.

Live, hands-on workshop with Craig Turner on how to use AI to clean spreadsheets with data defects and how to build dashboards.

If you run a fee-only practice adhering to fiduciary standards, or aspire to do so, this course is 'must see CE/CPE.' A teacher in Utah Valley University's financial planning program, Professor Craig Israelsen, Ph.D., details a systematic way to manage a profitable professional practice consistent with doing what's best for clients. The class ostensibly shows how to drive investment expenses to deliver a broadly diversified portfolio personalized to each client for as little as 10 basis points but in doing so reveals a way for practitioners to be compensated with an ongoing fee for adding personal advice on tax, financial planning, and specialized investments. Understanding how investment costs erode wealth is essential to a professional practice. This course explores the long-term impact of fund expenses and advisory fees on both portfolio accumulation and retirement income. Through detailed analysis and real-world examples, attendees learn how small differences in costs'measured in basis points'can lead to large differences in outcomes. The session also introduces the seven asset/12 category portfolio as a practical model for building low-cost, diversified portfolios. Advisors gain insights into managing sequence-of-returns risk, aligning asset allocation with withdrawal strategy, and helping clients preserve and grow their retirement savings.

The purpose of this course is to educate financial professionals on the principles and benefits of building diversified, multi-asset portfolios for long-term success. The course emphasizes the importance of spreading risk across uncorrelated asset classes, such as stocks, bonds, real estate, and commodities, to manage volatility and enhance returns. Key topics include the 7Twelve portfolio model, the impact of portfolio costs, the necessity of rebalancing, and the role of low-correlation assets in stabilizing portfolios. Attendees also learn how to align portfolio strategies with client goals and set realistic expectations by using appropriate benchmarks. The course provides actionable insights to help advisors construct portfolios that balance risk and return effectively over time.

This course explores the sustainability of retirement portfolio withdrawals using historical data and a diversified, multi-asset portfolio model. Led by Craig L. Israelsen, Ph.D., the presentation analyzes the maximum sustainable annual withdrawal rate over 31 rolling 25-year periods from 1970 to 2024, illustrating how portfolios can remain viable even after decades of distributions. The course challenges the conventional 4% withdrawal rule, providing evidence that higher withdrawal rates'up to 10% or more in some periods'may be sustainable when portfolios are properly diversified and costs are managed. Participants will gain insights into the importance of asset allocation, the role of sequence-of-returns risk, and the benefits of using a percentage-based withdrawal strategy. This research-driven analysis provides investment advisers and financial planners with practical, data-backed guidance for helping clients navigate retirement income planning with greater confidence.

The Hormuz Strait crisis is contextualized by examining previous oil shocks, including the 1973–1974 Arab Oil Embargo, 1979–1980 Iranian Revolution, 1990–1991 Gulf War, and 2007–2008 Global Commodity Price Spike.

This monthly course is in its 16th year and provides financial professionals with a structured framework for interpreting economic data and applying it to investment advice.

This month's class enables advisers to:
Review Performance of Main GDP Growth Drivers. Inflation, job formation, and other fundamentals are reviewed, enabling informed financial decisions based on current facts.
Analyze Stock Market Reaction To Recent News. Learners will feel better able to assess the impact of geopolitical events, such as Israel/Iran tensions and U.S. elections, on market performance, valuations, and volatility.
Know Key Facts About Federal Reserve Monetary Policy. Learners will be better educated about how to interpret Federal Reserve rate policy and grow conversant in the facts needed for making data-driven investment decisions.
Formulate Investment Strategies Based on Earnings Valuations on the S&P 500. Learners will be able to develop long-term investment strategies by analyzing current earnings valuations versus modern history.
Grow Better Able To Create A Personal Economic Growth Outlook Based on Authoritative Sources. Learners will be able to develop their own GDP growth outlook informed by the most recent consensus forecasts of leading professional economists.
Review Important News & Analysis In The Wall Street Journal. Poignant news and analysis, as reported in The Wall Street Journal, the largest U.S. financial news outlet, about the current financial economic situation are reviewed. A curated review of important WSJ articles keeps participants current on what’s happening in financial economics based on an authoritative source.