This course will take you through all the major aspects of Performance Measurement. We will go through the pitfalls of calculating return. Risk adjusted performance measures such as Sharpe, Jensen and Treynor will be defined and pros and cons will be looked closer at through a workshop. Relative performance measures will be analysed and you will learn the methodology behind breaking down portfolio return in attribution analysis. Finally, we will present in the road for an organisation to be GIPS compliant.
- Measuring Return
- Time Weighted and Money Weighted
- Sharpe Ratio, Treynor Index and Jensen’s Alpha
- Alpha and Information Ratio
- Attribution Analysis
- Fixed Income Attribution
The course is relevant to
- Portfolio Managers
- Account Managers
- Risk Managers
- Financial Consultants
- People involved in the GIPS compliance process
- Middle Office Employees
A general knowledge of portfolio management will be beneficial.
Jørgen Just Andresen
Jørgen Just Andresen is managing director of Financial Training Partner A/S, which he co-founded in 2002.
He has many years of teaching experience as a chief consultant at SimCorp’s training department, which he joined in 1996. Prior to SimCorp he worked at Danske Bank with fixed income research and fixed income sales.
Jørgen is also an external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planing) in 2016.
He is author of the books Finansiel Risikostyring (Financial Risk Management) and Finansielle Derivater(Financial Derivatives) published by Djøf Publishing.
He holds an M.Sc. (international finance) and an HD (accounting).
DKK 7.000 ex VAT. The price covers course material, lunch and refreshments.
Kurser i finansiel analyse - åbne og interne kurser (inhouse)
Financial Training Partner er førende Skandinavisk udbyder af uddannelse inden for finansiel analyse til virksomheder og finansielle institutioner. Som deltager på vore kurser vil du møde instruktører med pædagogiske evner ud over det sædvanlige. Instruktørerne har alle praktisk erfaring fra...
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