Wed, Oct 22, 2014
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

Banner

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. Commodities - Oil wreaking havoc on small-cap energy stocks sliding 36%[more]

    From Bloomberg.com: Owning almost anything in the U.S. stock market has been a losing proposition since September. Owning smaller energy companies has been a catastrophe. Hercules Offshore Inc. and Resolute Energy Corp. are among 19 oil-and-gas equities in the Russell 2000 Index that lost more than

  2. Investing - Hedge funds favor equity long/short, Strategic bond managers hedge against further high yield sell-off[more]

    Hedge funds favor equity long/short From Securitieslendingtimes.com: Equity long/short strategies will generate good returns for hedge funds in the future, according to a panel at this year’s Risk Management Association Conference on Securities Lending in Naples, Florida. Panellists Sand

  3. Legal - Ex-hedge fund analyst weeps as judge hands down 5 year sentence, Former Columbus investment manager Steven P. Moore indicted on theft charges, SEBI confirms ban for Hong Kong hedge fund, SEC announces enforcement action against compliance officer[more]

    Ex-hedge fund analyst weeps as judge hands down 5 year sentence From Hereisthecity.com: An ex-hedge fund analyst was sentenced to 5 years in prison for his role in insider-trading scheme. The New York Post reports that former hedge fund analyst Matthew Teeple was sentenced Thursday to fiv

  4. Goldman in talks to acquire IndexIQ[more]

    From Bloomberg.com: Can Goldman Sachs put ETF investors on a liquid diet? Goldman is in talks to acquire IndexIQ, Reuters has reported. Index IQ is a small exchange-traded-fund firm known mostly for products that replicate hedge fund strategies, called "liquid alternative" ETFs. While IndexIQ has 11

  5. Other Voices: CALPERS dilemma should be a warning to hedge funds wanting institutional investors[more]

    From Ian Hamilton, founder of IDS Group. A quick comment on the CALPERS’ disinvestment from the hedge fund market and the jitters it is causing. Pension Funds should not be sheep and follow CALPERS’ decision as the issues that CALPERS has with hedge fund investments are in many ways unique t