PURPOSE

To present techniques and modern instruments for evaluation and allocation of investment in Brazil and instruments for fund business management and strategy.

 MAIN TOPICS

. Aggregation of assets and liabilities
. Tactic and secured allocation
. Defined benefit x defined contribution
. Calculation of expected return, risk and covariance
. CAPM, multifactor models and APT
. Optimum portfolio applied to Brazil
. Classes of assets
. How to obtain the expected return
. Behavior of main assets in Brazil
. Efficiency in taxation
. Short and long term strategies
. Active management strategies
. Value, growth, contrarian and momentum strategies
. Management of investment for non-financial companies
. Active versus passive management
. Pension funds management
. Integrated management of assets and liabilities - ALM model
. Real estate in a portfolio of investments
. Impact and hedge with derivatives
. Investment indexes
. Financial instruments available
. Mean-variance model
. Optimization models based on scenarios
. Long term investment policy
. Questionnaires for evaluation of risk profile
. Fixed versus variable income
. Return and covariance of major assets
. Return and risk in the long range
. Risk, return and investment horizon
. Script for using indicators in fund selection
. Selection of the optimum portfolio, ALM model, ideal benchmark and maverick risk
. Selection of assets for individuals
. Selection of portfolio, investor’s profile and optimum portfolio
. External selection of manager
. Dynamic simulation
. Asset Liability Model system - ALM
. Optimization techniques
. Wealth management, private banking, CRM and KYC