Nigerian Seminars and Trainings

Search conferences, training, seminars, courses and workshops in Nigeria and around the world

business logo

Long Only Equity Portfolio Management

By: TSI Limited

Lagos State, Nigeria

17 - 19 Aug, 2015  3 days

Follow Event

  

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

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)

  • 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 Aug 17 - 19 Aug, 2015
NGN250,000.00
(Convert Currency)

+1-646-202-8832, +2348033467639, +2348023019508,

Related Courses
Preventing Occupational Fraud Preventing Occupational Fraud

3 days, 25 - 27 Apr, 2018 

2018-04-25 12:04:00
Lagos State, Nigeria

TSI Limited

News of occupational fraud in organizations has been increasing at a very noticeable rate. Though the act of fraud has been around for years, the schemes are getting more sophisticated as technology ...

Financial Institution Fraud Financial Institution Fraud

3 days, 19 - 21 Mar, 2018 

2018-03-19 12:03:00
Lagos State, Nigeria

TSI Limited

Financial institution fraud is all about criminal violations involving fraud against banks, savings and loan associations, credit unions, check cashers, and stockbrokers by internal and external ...

Organizational People Change Management Course Organizational People Change Management Course

3 days, 17 - 19 Apr, 2018 

2018-04-17 12:04:00
Lagos State, Nigeria

TSI Limited

Selecting the right project through well-disciplined portfolio management and effective project execution using project management best practices is only part of the recipe for success. As companies ...

Public Private Partnership - Developing PPP Programs and Initiatives Public Private Partnership - Developing PPP Programs and Initiatives

3 days, 03 - 05 Sep, 2018 

2018-09-03 12:09:00
Lagos State, Nigeria

TSI Limited

The concept of PPP obligates a more collaborative relationship between both sectors, fostered by openness and trust. This presents a major shift from the traditional 'arms-length' approach in ...