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

16 - 18 Oct, 2017  3 days

Follow Event

  

NGN 250,000

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
Digital Age Halls,Capital Building,332,Ikorodu Road,Idiroko Bus Stop,Near LASU Anthony Lagos. Oct 16 - 18 Oct, 2017
NGN 250,000.00
(Convert Currency)

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

Related Courses
Treasury Products Workshop Treasury Products Workshop

3 days, 26 - 28 Oct, 2017 

2017-10-26 12:10:00
Lagos State, Nigeria

TSI Limited

A sound knowledge of treasury products, both on the asset and liability side of the balance sheet, and the regulatory framework in which they exist, is a pre-requisite to understanding the risks that ...

Forensic Accounting Professional Certification Course Forensic Accounting Professional Certification Course

5 days, 16 - 20 Oct, 2017 

2017-10-16 12:10:00
Kano State, Nigeria

TSI Limited

The term ‘forensic’ means suitable for courts of justice or for public discussion and debate. Forensic auditing provides an investigation methodology and accounting analysis that is ...

Forensic Accounting Professional Certification Course - Accra, Ghana Forensic Accounting Professional Certification Course - Accra, Ghana

3 days, 18 - 20 Dec, 2017 

2017-12-18 12:12:00
Ghana

TSI Limited

The term ‘forensic’ means suitable for courts of justice or for public discussion and debate. Forensic auditing provides an investigation methodology and accounting analysis that is ...

Crowd Management and Control Course Crowd Management and Control Course

3 days, 06 - 08 Nov, 2017 

2017-11-06 12:11:00
Lagos State, Nigeria

TSI Limited

Managing a huge gathering (in airports, banks, sports and recruitment centers, religious and worship places, traditional/annual festivals, carnivals etc.) is a tough row to hoe and it necessitates ...