Day 1. Balancing Risk and RewardMeasuring Risk and Return- Major Capital Markets
- Holding Period, NAV
- Returns: Geometric and Arithmetic
- Risks: Standard Deviation; R-Squared; Correlation; Covariance
- Tradeoffs: Sharpe, Treynor, Jenson, Information Ratio, and other measures growing in importance
- VARS, Sortino, Calmar, Luck
- CAPM, APT
- Alternative Investment Considerations
- Performance Tricks
- Cases
Portfolio Players- Buy Side
- Sell Side
- Hedge Funds, Private Equity, Commodity Strategies
- Regulations and Portfolio Managers
- Styles: Growth/Value, Large/Small, International
- Fixed Income: Duration, Credit, CDS
- Fundamental/Technical/Quant/Behavioral
Efficient Markets- The Theories
- The Evidence
- Exceptions
- Behavioral and Technical Considerations
- Quant and Algorithms
Efficient Frontiers- Balancing Risk and Reward
- Utility Curves
- Leverage
- Index Controversies
Creating Portfolios For Institutional and Individual Needs | Day 2. Fund Structures, Financial Planning, Tax Issues, Career Advice- Fund Types, ETF/Index, SMAs, Synthetic Funds
- Marketing Strategies
- Efficient Market Demands and Funds
- Fees, Liquidity, Regulations
- Industry Trends
- IRAs, Taxes
- Career Advice
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