Show findcourses.co.uk as: Mobile

Quantitative Equity Portfolio Management

SDA Bocconi School of Management
Course summary
Length: 4 days
Language: English
Location: Milan
Last application: 18th June 2013
Course type: Executive Education

Course description

Quantitative Equity Portfolio Management - 4 Day Executive Education Course in Milan

SDA Bocconi Executive Education Quantitative Equity Portfolio Management course

Learning and being able to actually implement portfolio management techniques.

This 4 day program focuses on quantitative tools and techniques to build and manage tactical equity portfolios.

After a brief introduction of the fundamental quantitative techniques and of the theoretical framework of stock market anomalies and return patterns, the attention will be devoted to the construction of short term return forecasting models and to the implementation tactical long-only and market-neutral portfolio strategies.

The course is designed according to a rigorous hands-on approach: every theoretical lesson will be followed by a computer-based session where the various techniques will be tested on real market data. Key contents of the
program are:

  • fundamental quantitative techniques
  • the theory of stock market anomalies and return patterns
  • short term return forecasting models
  • tactical long-only and market-neutral portfolio strategies

At the end of the program participants will be asked to build and test their own model.

This program is presented in partnership with CFA Institute SDA Bocconi - Quantitative Equity Portfolio Management course for executives

As a participant in the CFA Institute Approved-Provider Program, SDA Bocconi School of Management has determined that this program qualifies for 25 CE credit hours.

If you are a CFA Institute member, CE credit for your attendance at this event will be automatically recorded in your CE Diary. A 15% reduction on the program fee is offered to CFA Institute members. CFA Institute members rate is € 2.465 + VAT (if required).

in Partnership with CFA Institute

CFA Institute CE Qualified Activity

    SDA Bocconi Full-time MBA Interested in learning more about this Quantitative Equity Portfolio Management Course? Request Information from SDA Bocconi School of Management here

    Suitability - Who should attend?

    The Quantitative Equity Portfolio Management Executive Education Course is suitable for the following delegates:

    • Portfolio managers with at least 2/3 years of experience wishing to acquire a rigorous and practical knowledge of quantitative portfolio management techniques.
    • Hedge fund managers wishing to benefit from the latest research and practice.

    Contact SDA Bocconi to learn more here Please contact SDA Bocconi to learn more about the application process here

    Quantitative Equity Portfolio Management Course Content

    This Quantitative Equity Portfolio Management Executive Education course will stress the ability to design and implement tactical allocation strategies by devoting around forty percent of class time to computer-based exercises with Matlab®. No prior knowledge of the software is required.

    Day 1: Quantitative techniques for portfolio management

    • Return generating processes and factors models.
    • Models estimation (OLS and panel regressions).
    • Portfolio optimization and tracking error minimization.
    • Matlab session: portfolio optimization.

    Day 2: Basic Models for Quantitative portfolio management

    • Market efficiency and Market anomalies.
    • Stock selection models with static and dynamic factors.
    • Matlab session: building stock selection models.

    Day 3: Factors Model for short term return forecasting

    • Fundamental cross-sectional models.
    • Macroeconomic time series models.
    • Matlab session: building and testing a cross-sectional model.

    Day 4: Implemeting portfolio strategies

    • Rebalancing and transaction cost optimization.
    • Market neutral portfolio optimization.
    • Group work: building a tactical allocation model.

    Faculty

    Carlo Favero, SDA Bocconi
    Marco Navone, SDA Bocconi
    Giovanna Zanotti, SDA Bocconi

    Expenses

    Fees and expenses of this SDA Bocconi Quantitative Equity Portfolio Management is € 2.900 + VAT (if required)

    • A 10% reduction on the program fee is offered to applications sent in by 9th May, 2013

    These offers are not cumulative.

    Reference Material
    The program will be mainly based on the book: Chincarini and Kim, Quantitative Equity Portfolio Management , McGraw Hill, 2006.

    A program packet with a collection of journal articles will also be provided as background material.

    About provider

    SDA Bocconi School of Management SDA Bocconi is the leading School of Management in Italy and also stands among the top-ranked European Institutions. Founded in 1971, with its over 40-year experience, SDA Bocconi School of Management is a pioneer in...


    Read more and show all courses with this provider

    Request info

    Tell us what kind of professional training you're looking for and we'll put you in touch with relevant training providers who will send you a quote.

    Contact info

    SDA Bocconi School of Management

    Via Bocconi, 8
    20136 Milan

    Need Help?

    Tell us what kind of professional training you're looking for and we'll put you in touch with relevant training providers who will send you a quote.

    U.K. L&D Report: 2018 - Benchmark Your Workplace Learning Strategy

    Are you curious about the L&D strategies of some of the U.K.'s top companies?

    Find out what they're up to in findcourses.co.uk's first annual U.K. L&D Report!

    UK L&D Report

    Learn more

    Reviews

    There are no reviews available yet.