Asset Management

Wednesday  11 July  2018  1:00 PM    Sunday  15 July  2018 12:00 PM
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Last update 16/07/2018

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.


  • 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.


  • 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 : or

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

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Analysis House
rue du Judiciaire, Ebene, Mauritius
Analysis House
rue du Judiciaire, Ebene, Mauritius
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