Asset Management

We are pleased to invite you to our next seminar, where you will learn concepts and techniques about asset portfolios in a risk/reward market.

Objectives:

• Understand the notion of equilibrium price and the main valuation models. Understand also the limitations of these models.
• Learn how to build asset portfolios which meet simple reward objectives (or risk constraints) based upon concrete information or data.
• Have an understanding of performance measures of various investment vehicles as well as management styles used by asset managers.

 Content:

• Introduction to the Asset Management Industry
• The dynamics of Finance, Asset Risks and Asset Rewards
• Portfolio Creation
• Average Variance Optimisation
• The two-funds separation theorem and the diagonal model. Introduction to CAPM
• Capital Asset Pricing Model
• Dynamic Factor Models and Portfolio Creation via Dynamic Factors Models
• Performance Evaluation: Traditional Methods
• Performance Evaluation: Market timing and Returns-based Style analysis
• Performance Attribution

For more information and to book your seat, please contact our Programme Advisors:

Email : Sandisha@analysis.im or Tasneem@analysis.im

T: +230 202 0055 - M: + 230 5 942 3755

More : www.analysis.im

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