The New York School of Investment Management
The New York School of Investment Management
Starting dates and places
Description
This intensive 5-day training program will give delegates an
indepth understanding of investment management in the context of
today's economic climate. Delegates will learn how to value a
variety of investment instruments and to construct portfolios to
meet their own or their client's objectives. Sessions of the course
are dedicated to understanding the role of investor psychology and
the strategies of the great investors. In addition, the program
will enable delegates to develop their skills in fundamental and
technical analysis, as well as how to identify alpha generating
investment opportunities. This case-study based course is designed
to give delegates an in-depth understanding of inves…Frequently asked questions
There are no frequently asked questions yet. If you have any more questions or need help, contact our customer service.
This intensive 5-day training program will give delegates an
indepth understanding of investment management in the context of
today's economic climate. Delegates will learn how to value a
variety of investment instruments and to construct portfolios to
meet their own or their client's objectives. Sessions of the course
are dedicated to understanding the role of investor psychology and
the strategies of the great investors. In addition, the program
will enable delegates to develop their skills in fundamental and
technical analysis, as well as how to identify alpha generating
investment opportunities. This case-study based course is designed
to give delegates an in-depth understanding of investment
management in the context of today's economic climate: Learn how to
value a range of equity, fixed income, and derivative investments
Discover how to construct and rebalance portfolios Understand the
role of investor psychology in investment management Learn the
strategies of great investors Develop skills in fundamental and
technical analysis Learn strategies used by successful hedge funds
Uncover alpha generating investment opportunities Develop effective
hedging strategies and risk management techniques Understand how to
effectively evaluate investment strategies Obtain a bookmark file
of 100+ financial websites
Day 1 Introduction to Investment Management; Equity Analysis History of Portfolio Theory – Pre-Markowitz Modern Portfolio Theory Markowitz Portfolio Theory Capital Asset Pricing Model Arbitrage Pricing Theory Failure of Modern Portfolio Theory Behavioral Finance Portfolio Construction and Rebalancing Techniques Financial Statement Analysis Ratio Analysis Red Flags Analysis of Business and Strategic Models Equity Valuation and Earnings Forecasts Financial Modeling Sector Rotation Strategies Strategies of Great Investors Benjamin Graham John Templeton Warren Buffett Peter Lynch David Dreman Others Case Study: Equity investment management strategies Day 2 Fixed Income Investment Management Macroeconomic Analysis Monetary Policy Fiscal Policy Interest Rate Risk Duration Convexity Yield Yield To Maturity Yield To Call to Worst Fixed Income Securities Plain Vanilla Bonds Preferred Stock Convertible Bonds Mortgage Backed Securities Credit Derivatives Sovereign Inflation Protected Securities (e.g. TIPS) Credit Risk and Analysis Theories of the Term Structure of Interest Rates Pure Expectations Hypothesis Liquidity Preference Theory Market Segmentation Hypothesis Preferred Habitat Theory Bond Valuation Prepayment Risk Option Adjusted Spreads Passive Fixed Income Strategies Active Fixed Income Strategies Substitutions Swaps Inter-market Spread Swaps Rate Anticipation Swaps Pure Yield Pickup Swaps Tax Swaps Portfolio Immunization Designing a portfolio to match income needs Case Study: Fixed income investment management strategies Day 3 Derivatives and Their Role in Investment Management Options and Factors Affecting Option Prices Options Valuation Black Scholes Model Binomial Model Options Strategies Straddle Covered Call Protected Put Bull Spread Bear Spread Collars Portfolio Insurance via Options Futures Valuation of Futures Contracts Commodity Futures Financial Futures Information Contained In Futures Contracts Swaps Equity Swaps Interest Rate Swaps Currency Swaps Structured Products • Principal Protected Notes • Return Enhanced Notes • Credit Risk Overlay Strategies Portable Alpha Case Study: Using derivatives in investment management Day 4 Hedge Funds and Management of Alternatives Overview of the Hedge Fund Industry Hedge funds defined History of hedge funds Hedge Fund Strategies Long / Short Market Neutral Statistical Arbitrage Fixed Income Arbitrage Activist Merger Arbitrage Event Driven Global Macro Distressed Managing a Fund of Hedge Funds Portfolio Carry trades Hedge fund replication Global trends in hedge funds Private Equity Leveraged Buyouts (LBOs) Mezzanine Financing Venture Capital J Curve Effect Real Estate REITS Commercial Real Estate Timber Case Study: Managing a hedge fund Day 5 Risk Management and Performance Evaluation of Investment Portfolios International Investing Characteristics of Global Markets Home Country Bias Technical Analysis Moving Averages Oscillators Point and Figure Charts Trading Ranges Breakouts Risk Management of Investments Risk Levers – Concentration, Liquidity, Quality, Leverage Risk Measures Correlation Standard Deviation Semi-Deviation Value at Risk Multifactor Risk Models Introduction to Monte Carlo Simulation Efficient Market Hypothesis (EMH) Violations of EMH - Market Anomalies Performance Evaluation Techniques Sharpe Ratio Treynor Measure Sortino Ratio Jensen Measure Appraisal Ratio Omega Ratio Value at Risk Upside to Downside Capture Theory of Active Portfolio Management Black Treynor Model Black Litterman Model Theoretical Size of Alpha Investment Mosaics / Dashboards Case Study: Performance Evaluation Course Summary
Day 1 Introduction to Investment Management; Equity Analysis History of Portfolio Theory – Pre-Markowitz Modern Portfolio Theory Markowitz Portfolio Theory Capital Asset Pricing Model Arbitrage Pricing Theory Failure of Modern Portfolio Theory Behavioral Finance Portfolio Construction and Rebalancing Techniques Financial Statement Analysis Ratio Analysis Red Flags Analysis of Business and Strategic Models Equity Valuation and Earnings Forecasts Financial Modeling Sector Rotation Strategies Strategies of Great Investors Benjamin Graham John Templeton Warren Buffett Peter Lynch David Dreman Others Case Study: Equity investment management strategies Day 2 Fixed Income Investment Management Macroeconomic Analysis Monetary Policy Fiscal Policy Interest Rate Risk Duration Convexity Yield Yield To Maturity Yield To Call to Worst Fixed Income Securities Plain Vanilla Bonds Preferred Stock Convertible Bonds Mortgage Backed Securities Credit Derivatives Sovereign Inflation Protected Securities (e.g. TIPS) Credit Risk and Analysis Theories of the Term Structure of Interest Rates Pure Expectations Hypothesis Liquidity Preference Theory Market Segmentation Hypothesis Preferred Habitat Theory Bond Valuation Prepayment Risk Option Adjusted Spreads Passive Fixed Income Strategies Active Fixed Income Strategies Substitutions Swaps Inter-market Spread Swaps Rate Anticipation Swaps Pure Yield Pickup Swaps Tax Swaps Portfolio Immunization Designing a portfolio to match income needs Case Study: Fixed income investment management strategies Day 3 Derivatives and Their Role in Investment Management Options and Factors Affecting Option Prices Options Valuation Black Scholes Model Binomial Model Options Strategies Straddle Covered Call Protected Put Bull Spread Bear Spread Collars Portfolio Insurance via Options Futures Valuation of Futures Contracts Commodity Futures Financial Futures Information Contained In Futures Contracts Swaps Equity Swaps Interest Rate Swaps Currency Swaps Structured Products • Principal Protected Notes • Return Enhanced Notes • Credit Risk Overlay Strategies Portable Alpha Case Study: Using derivatives in investment management Day 4 Hedge Funds and Management of Alternatives Overview of the Hedge Fund Industry Hedge funds defined History of hedge funds Hedge Fund Strategies Long / Short Market Neutral Statistical Arbitrage Fixed Income Arbitrage Activist Merger Arbitrage Event Driven Global Macro Distressed Managing a Fund of Hedge Funds Portfolio Carry trades Hedge fund replication Global trends in hedge funds Private Equity Leveraged Buyouts (LBOs) Mezzanine Financing Venture Capital J Curve Effect Real Estate REITS Commercial Real Estate Timber Case Study: Managing a hedge fund Day 5 Risk Management and Performance Evaluation of Investment Portfolios International Investing Characteristics of Global Markets Home Country Bias Technical Analysis Moving Averages Oscillators Point and Figure Charts Trading Ranges Breakouts Risk Management of Investments Risk Levers – Concentration, Liquidity, Quality, Leverage Risk Measures Correlation Standard Deviation Semi-Deviation Value at Risk Multifactor Risk Models Introduction to Monte Carlo Simulation Efficient Market Hypothesis (EMH) Violations of EMH - Market Anomalies Performance Evaluation Techniques Sharpe Ratio Treynor Measure Sortino Ratio Jensen Measure Appraisal Ratio Omega Ratio Value at Risk Upside to Downside Capture Theory of Active Portfolio Management Black Treynor Model Black Litterman Model Theoretical Size of Alpha Investment Mosaics / Dashboards Case Study: Performance Evaluation Course Summary
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