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Performance Measurement Course, Copenhagen |
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8 Nov -
9 Nov
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Programme:
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Course Description
• Problems with Performance Measurement
• Return Calculation in Practice
• Implementing Risk Adjusted Measures
- Sharpe, Jensen and Treynor
• Attribution Analysis
• Derivatives and Return Measurement
• Implementing GIPS
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Course Objective
This comprehensive course will take you through all the major aspects of Performance Measurement. We will go through the pitfalls of calculating return and constructing a benchmark. Risk adjusted performance measures such as Sharpe, Jensen and Treynor will be defined and pros and cons will be looked closer at through a workshop. Relative performance measures will be analysed and you will learn the methodology behind breaking down portfolio return and how derivatives influence performance measurement. Finally, we will present in detail the road for an organisation to be GIPS compliant. |
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Course Prerequisites
A general knowledge of portfolio management corresponding to the course ”Asset allocation” will be beneficial. |
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Course Level
Intermediate |
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The course is relevant for:
• Portfolio Managers
• Account Managers
• Risk Managers
• Financial Consultants
• IT-developers
• People involved in the GIPS compliance process |
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Speakers
Carsten Mygind Feldt
Jørgen Just Andresen
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Language
English |
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Location
Financial Training Partner, København |
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Course fee
DKK 11,500 inclusive of course material, lunch and refreshments. Approximately 6 weeks prior to the course you will receive an invoice. |
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