Performance Measurement and Attribution Training CourseIFF
A London (Inghilterra)
£ 2.299 - (2.656 €)
- London (Inghilterra)
Cosa impari in questo corso?
Cash Flow Management
Be guided through the various components of performance measurement & attribution. Practical exercises will cement your learning along the way. These include:
- Calculate a range of time-weighted and money-weighted returns.
- Discuss the implications and requirements of large cash flows
- Calculate a range of customised indices
- Calculate basic attribution effects. Discuss the impact of investment decisions. Debate typical attribution problems
- Debate and resolve firm definition, composite allocation and discretion issues for a fictitious large global asset management firm
- Calculate a range of risk-adjusted performance measures and use them to evaluate and rank the performance of five portfolios
- Analyse and interpret fixed income attribution using the Van Breukelen method