Wed, Aug 23, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Course combines beautiful theory with practical application

Wednesday, September 12, 2012

By Beverly Chandler, Opalesque London:

November 20th and 21st sees Singapore host the EDHEC-Risk seminar, Advances in Equity Portfolio Construction, co-tutored by EDHEC Business School Professor of Finance, Raman Uppal.

Designed to offer the technical and conceptual tools to understand better the limits and benefits of different portfolio construction approaches, and discussing alternative equity index strategies, in an interview with Opalesque, Uppal said: "This is a course which tells people that if they had £100m to invest and allocate across 100 stocks what is the best way to go about it."

Uppal explains that the course starts at a simple level, discussing how to measure the risks and returns from holding equities. "A key feature of the course is that although it starts at a simple level it also covers material at a deep level" Uppal says.

Opening with what Uppal calls the classical theory of forming portfolios, students and professors will discuss the work done by six Nobel prize winners. Uppal says: "The theory is very beautiful but the practice of portfolio selection is actually quite difficult. To use the theoretical models, you need to estimate the inputs - the average return of the stock; the volatility of the stock, and the correlation of stocks with other stocks, which are difficult to mea......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Investing - David Tepper sells airline stocks, except Delta[more]

    From Forbes.com: Head of successful hedge fund Appaloosa Management, David Tepper shied away from airlines in the second quarter after upping his bets in the first three months of the year, according to his portfolio filing released this week. Tepper sold all of his position in United Continen

  2. Opalesque Exclusive: Update: Emerging long-biased hedge fund expands coverage[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Left Brain Capital Management, which manages Left Brain Capital Appreciation Fund

  3. Investing - Silchester International Investors buys 5% stake in bookie William Hill, Hedge funds split over Microsoft, Top hedge funds are bullish on these 3 mega-cap stocks, Hedge funds betting demise in small-cap stocks will get worse[more]

    Silchester International Investors buys 5% stake in bookie William Hill From Thisismoney.co.uk: A leading investment fund has put its cash behind under-pressure William Hill. Mayfair-based Silchester International Investors has bought 5 per cent of the bookmaker's stock - which has almos

  4. Fund Profile - A $3.4bn hedge fund's letter raises a fundamental question about the future of the industry[more]

    From Businessinsider.com: Tourbillon Capital, which manages $3.4 billion, has been losing money in its flagship fund as the bull market rages on. The New York firm, which focuses on stocks and is run by Jason Karp, has written in quarters past about why the firm is struggling. The firm's most recent

  5. Investing - ValueAct increases stake in Kravis' KKR, Cargo ship giant Maersk Tankers invests in quant hedge fund[more]

    ValueAct increases stake in Kravis' KKR From NYPost.com: ValueAct just cozied up closer to buyout baron Henry Kravis. A $16 billion hedge fund run by Jeffrey Ubben, ValueAct has increased its stake in the Kravis-run KKR to 6.1 percent, according to a regulatory filing late Monday.