FRM(R) Investment Risk
X51.9696
/ $745
FALL 2008
Continuing Education:
Finance
This module focuses on the investment decisions faced by portfolio managers. The Capital Asset Pricing Model (CAPM) is introduced, while various measures of performance, such as Jensen's alpha and the Sharpe Ratio, are considered. Modern portfolio theory is explored, as well as applications of Value of Risk, such as Marginal VaR and Component VaR and risk budgeting. The module also explores risk management issues associated with hedge funds, such as the different types of hedge fund strategies, benchmarking hedge fund performance, etc.
Related Subject Areas: Financial Risk Management
Course Materials
Section 1
Saturday 10:00am-5:00pm
November 7 - November 8
Friday 6:00pm-9:00pm
November 7 - November 8
Class meets 11/7, 11/8.
2 Sessions
Instructor:
Alan Anderson
Location: Woolworth Building, 15 Barclay
