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Long Only Equity Portfolio Management

By: TSI Limited

Lagos State, Nigeria

08 - 10 Oct, 2018  3 days

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NGN 180,000

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)

Learning Objective:

At the end of this session, participants will be able to:

  • Define portfolio management and bench marking;
  • Select and construct portfolios of investment;
  • Diversify risks;
  • Evaluate portfolio performance

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
4, Akinpelu Street, Lagos-Ibadan Express Road, Behind Femak Petrol Station, Ibafo Bus stop, Ibafo, Ogun State Oct 08 - 10 Oct, 2018
NGN 180,000.00
(Convert Currency)

+1-646-202-8832, 08033467639, 08023019508

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