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Long Only Equity Portfolio Management

By: TSI Limited

Lagos State, Nigeria

17 - 19 Aug, 2015  3 days

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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,

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