Equity Portfolio Management

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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) Learning Objective: At the end of this session,..

Start Date:

05 October, 2020.

End Date:

07 October, 2020.

Amount:

NGN 180,000.00

Category:

Banking and Finance

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

MORE DETAIL

Phone Number:

+2348033467639

Email:

megaheads@gmail.com

Book for Equity Portfolio Management