Performance Measurement & Risk Analysis for Asset Management & Hedge Funds
Training
In Tsim Sha Tsui (Hong Kong) and Singapore ((Indicate))
Description
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Type
Training
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Location
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Duration
3 Days
Suitable for: Investment management professionals. Hedge fund professionals. Wealth management professionals. Asset management professionals. Fund managers You should have a basic knowledge of financial markets and instruments.
Facilities
Location
Start date
Start date
Start date
Reviews
Course programme
Course review:
DAY ONE
- Overview of Asset Managers and Hedge Funds
- Review of mathematics, probability & statistics for performance measurement and risk analysis
- Measuring Performance
- Hedge funds investment risk and leverage
DAY TWO
- Peer groups and Benchmarks
- Performance Attribution
DAY THREE
- Absolute Risk, Marginal Risk and Benchmark Risk Measures
- Latest advances in risk measures for Hedge Funds
- Overview of Factor Models of Risk and Return
- Risk adjusted Performance Measurement
- Derivatives, Short Positions, Leverage and Performance Measurement
- Return and Risk reporting: Presentation and Transparency for Asset Managers and Hedge Funds
- Developing an investment manager scoring model
Performance Measurement & Risk Analysis for Asset Management & Hedge Funds