Quantitative Equity Portfolio Management
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Quantitative Equity Portfolio Management
Quantitative Equity Portfolio Management - 4 Day Executive Education Course in Milan
Learning and being able to actually implement portfolio management techniques.
This 4 day program focuses on quantitative tools and techniques to build and manage tactical equity portfolios.
After a brief introduction of the fundamental quantitative techniques and of the theoretical framework of stock market anomalies and return patterns, the attention will be devoted to the construction of short term return forecasting models and to the implementation tactical long-only and market-neutral portfolio strategies.
The course is designed according to a rigorous hands-on approach: every theoretical lesson will be followed by a computer-based session where the various techniques will be tested on real market data. Key contents of the
program are:
- fundamental quantitative techniques
- the theory of stock market anomalies and return patterns
- short term return forecasting models
- tactical long-only and market-neutral portfolio strategies
At the end of the program participants will be asked to build and test their own model.
This program is presented in partnership with CFA Institute 
As a participant in the CFA Institute Approved-Provider Program, SDA Bocconi School of Management has determined that this program qualifies for 25 CE credit hours.
If you are a CFA Institute member, CE credit for your attendance at this event will be automatically recorded in your CE Diary. A 15% reduction on the program fee is offered to CFA Institute members. CFA Institute members rate is € 2.465 + VAT (if required).
in Partnership with CFA Institute
CFA Institute CE Qualified Activity
Interested in learning more about this Quantitative Equity Portfolio Management Course? Request Information from SDA Bocconi School of Management here
If you want to find out more about Quantitative Equity Portfolio Management, you can make an information request below and the school will contact you with further information.
Suitability and application
The Quantitative Equity Portfolio Management Executive Education Course is suitable for the following delegates:
- Portfolio managers with at least 2/3 years of experience wishing to acquire a rigorous and practical knowledge of quantitative portfolio management techniques.
- Hedge fund managers wishing to benefit from the latest research and practice.
Please contact SDA Bocconi to learn more about the application process here
Quantitative Equity Portfolio Management Course Content
This Quantitative Equity Portfolio Management Executive Education course will stress the ability to design and implement tactical allocation strategies by devoting around forty percent of class time to computer-based exercises with Matlab®. No prior knowledge of the software is required.
Day 1: Quantitative techniques for portfolio management
- Return generating processes and factors models.
- Models estimation (OLS and panel regressions).
- Portfolio optimization and tracking error minimization.
- Matlab session: portfolio optimization.
Day 2: Basic Models for Quantitative portfolio management
- Market efficiency and Market anomalies.
- Stock selection models with static and dynamic factors.
- Matlab session: building stock selection models.
Day 3: Factors Model for short term return forecasting
- Fundamental cross-sectional models.
- Macroeconomic time series models.
- Matlab session: building and testing a cross-sectional model.
Day 4: Implemeting portfolio strategies
- Rebalancing and transaction cost optimization.
- Market neutral portfolio optimization.
- Group work: building a tactical allocation model.
Faculty
Marc Fohr, Eurizon Capital
Marco Navone, SDA Bocconi
Giovanna Zanotti, SDA Bocconi
Expenses
Fees and expenses of this SDA Bocconi Quantitative Equity Portfolio Management is € 2.900 + VAT (if required)
Special Payment Terms
- A 15% reduction on the program fee is offered to CFA Institute members. CFA Institute members rate is
€ 2.465 + VAT (if required) - A 10% reduction on the program fee is offered to applications sent in by 15th March, 2012
These offers are not cumulative.
Reference Material
The program will be mainly based on the book: Chincarini and Kim, Quantitative Equity Portfolio Management , McGraw Hill, 2006.
A program packet with a collection of journal articles will also be provided as background material.
SDA Bocconi School of Management
SDA Bocconi School of Management 
SDA Bocconi is the leading School of Management in Italy and also stands among the top-ranked European Institutions. Founded in 1971, with its 40-year experience, SDA Bocconi School of Management is a pioneer in business education in Italy: its hallmark is innovation and far-reaching modelling that manifest themselves through a wide array of executive courses and master programs.
The School offers a Full-time MBA and a Global Executive MBA in English as well as a modular Executive MBA and an Evening Executive MBA in Italian. It also offers 10 Full-time Specialized Master Programs (5 International + 5 in Italian) and 6 Executive Specialized Master Programs (2 International + 4 in Italian).
Empowering lives through knowledge and imagination
SDA Bocconi dedicates energy and resources to creating value and spreading values. Proof of this are its research, teaching and relations with SDABoc158, business and institutional communities. It is exemplified by its exchanges, international approach, critical spirit, pragmatism, curiosity and innovative strength. Knowledge and imagination are the shared pride and heritage of the faculty, its students, and thousands of alumni around the world.
SDA Bocconi targets post-experience management education through an effective cycle of research and knowledge dissemination, in an international environment. SDA Bocconi is a not-for–profit institution which aims to achieve economic autonomy as a long-term factor of cultural independence.
The School’s staff are a key element in its success and deserve opportunities for development. SDA Bocconi acts upon the guidance of the scientific community as well as that of the world of management, in a global context.
Latest rankings
The leading School of Management in Italy and the only Italian School on the top of the charts of all main International Rankings, SDA Bocconi has established itself as a European leader in higher education. SDA Bocconi placed 6th in Europe in the QS Global 200 Business School Report 2012, based on the assessments of Recruiters. The MBA program also allowed the School to reach 4th place amongst the top non-US Business Schools in the Forbes ranking, which is mainly based on return on investment. In addition, SDA Bocconi started 2011 by placing first in the world in the Bloomberg Businessweek Ranking for Full-Time MBA Return On Investment and ended the year reaching the 7th position in the Financial Times' Best European Business Rankings, gaining ten positions. SDA Bocconi also ranks 15th in Europe and 42nd worldwide and remains the only Italian Business School in the latest Financial Times Global MBA Rankings, which has seen a general downgrade of European Schools in favor of U.S. Schools. SDA Bocconi, however, ranks 4th in Europe for salary increase three years after graduation, in spite of the negative impact of the financial crisis on MBA graduate salaries: new international and growth-oriented initiatives have been implemented, in line with the School's decision in 2008 to move from a bilingual MBA to an International program entirely taught in English. Further testimony of the quality of the programs offered by SDA Bocconi is the accreditation by the AACSB (The Association to Advance Collegiate Schools of Business), announced on 5 December 2011 by the Board of Directors of AACSB International. This accreditation, in addition to the previously awarded EQUIS and AMBA, marks the completion of the top three accreditations offered by the most important international institutions, and places the School among just 55 Business Schools worldwide to have received the AACSB accreditation.
Programmes and Accreditations 
In 1998, SDA Bocconi was the first institution in Italy to obtain EQUIS (European Quality Improvement System) accreditation. SDA Bocconi operates on all the strategic fronts of education: executive courses, tailor-made courses, specialist master degrees and MBA programmes.
With a flexible system of widespread entrepreneurship, the SDA Bocconi School of Management can respond quickly with custom executive programs that complement an already extensive portfolio of educational products.
Companies, institutions and individuals who come to us find we are passionately committed to inspiring the professional and personal growth of each and every student.
Executive Education Excellence Programs
SDA Bocconi School of Management offer 4 Executive Education Excellence Programs which place participants in a truly international environment. Thanks to both faculty and peers, participants can benefit of a high international exposure and valuable professional contacts. They engage with an integrated learning journey that put them up to success in today’s mutating marketplace.
The Programs are arranged in strategic partnerships between SDA Bocconi and other institutions and centres of expertise to provide a truly International outlook and up-to-date knowledge of business trends.
Some of our most popular programmes are:
- GEMBA - Global Executive MBA
- EMMS - Executive Master in Marketing & Sales
- EMSHRM - Executive Master in Strategic Human Resource Management
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