Performance Measurement and AttributionIFF
Em London (Reino Unido)
£2.299 - (R$8.839)
- London (Reino Unido)
O que se aprende nesse curso?
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