Final Project:
•Objectives of portfolio: build a traditional long only portfolio
•Paper explaining process, selection and investment objectives.
•Report of 15-20 pages with portfolio calculations
•3500 words
Follow the General Approach:
a)Investment mandate: asset classes (equities, bonds, commodities); strategies / styles (long-short, trading, emerging market, other)
b)Investment objectives: S-T, M-T, L-T; value, growth; defensive, moderate, aggressive.
c)Implementation / strategy: you can use individual securities or funds / ETFs
d)Portfolio: asset allocation (15 assets max) (strategic and tactical), display risk factors (alpha, beta, duration, FX et al) as applicable. Correlation to markets.
e)You might also want to backtest the portfolio.
f)Recommended: use of Bloomberg or Reuters software / terminals.
