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Long Only Equity Portfolio Management

By: TSI Limited

Lagos State, Nigeria

16 - 18 Sep, 2014  3 days

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NGN 260,000

Course Overview
This training course covers all the aspects of the management of a long only equity portfolio from benchmark selection to risk assessment and performance evaluation, including the equity selection phase (through stock picking or data mining) .

Course Objectives
To equip participants with the necessary skills to succeed in this department

Course Outline

 

  • Portfolio management theory
  • - The Markowitz model and mean-variance analysis
  • - Capital Asset Pricing Theory (CAPT)
  • - Multiple factor analysis and the BARRA model
  • - Industry diversification and geographical diversification
  • Definition of a management style and benchmark selection
  • - Management style : value versus growth, large cap versus small cap, etc.
  • - Introduction to the Fidelity and Morning Star matrices
  • - Benchmark selection : characteristics of a good benchmark
  • - Equity selection : filtering through statistics, financial analysis, and conviction
  • - Definition and follow-up of the tracking error
  • Analyzing the risk factor of an equity portfolio
  • - Assessment of the Value At Risk (VaR) of an equity portfolio
  • - Risk indicators : Sharpe ratio, Treynor ratio, Jensen's (alpha) evaluation
  • - Hedging strategies : forex risk, market risk
  • Performance attribution and GIPS format reporting
  • - Fama evaluations: selectivity, diversification
  • - Performance attribution : selection effect and allocation effect, market timing
  • - Performance reporting : introduction to the GIPS standards

 

Sizzler House, 33 International Airport Road, Ajao Estate, Lagos, Nigeria Sep 16 - 18 Sep, 2014
NGN 260,000.00
(Convert Currency)

+1-646-202-8832, +2348033467639

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