School of Investment Management

5 days 21-25 Aug 2017, New York United States $5,415.00 Download brochure Add to basket

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Summary: A boot camp on investment management taught be an internationally renowned Finance Professor, portfolio manager, and author. A valuable workshop, with historically strong delegate course reviews, now entering its 10th year.

Teaching Methods: Traditional Lectures, Case Studies, Excel Exercises, Internet Websites, Delegate Interaction / Group Work, Discussion of Current Events

Learning Objectives and Takeaways

  • Learn How to Value a Range of Equity, Fixed Income, and Derivative Investments
  • Learn How to Construct and Rebalance Portfolios
  • Learn Techniques for Asset Allocation and Sector Rotation
  • Understand the Role of Investor Psychology in Investment Management
  • Learn Strategies of Great Investors
  • Develop Skills in Fundamental and Technical Analysis 
  • Learn Strategies Used by Successful Hedge Funds
  • Uncover Alpha Generating Investment Opportunities
  • Discover Effective Hedging Strategies and Risk Management Techniques
  • Learn How to Effectively Evaluate Investment Strategies
  • Obtain a Bookmark File of 100+ Financial Websites
  • Interact with A Group of Financial Professionals


We work with a series of expert instructors, please select the course location of interest to review the credentials of who will be delivering the programme.

New York
John Longo

The course director, CFA is Clinical Associate Professor of Finance at the Finance Department at Rutgers Business School and the Chief Investment Strategist for The MDE Group, a registered investment advisor with $1.5 billion under management. At The MDE Group he is also a Principal in a $100 million hedge fund. Barron’s has ranked The MDE Group as the 4th best independent registered investment advisor in the U.S. for 2007 and 2008. He is author / editor of the critically acclaimed book, Hedge Fund Alpha: A Framework for Generating and Understanding Investment Performance. He has appeared on CNBC, Bloomberg, Fox Business, BBC World and been quoted in The Wall Street Journal, Forbes, and many other media outlets. Previously, he was a Vice President at Merrill Lynch & Co., Inc.


New York

New York Hotel

This program takes place on a non-residential basis at a New York hotel. Non-residential course fees include training facilities, documentation, lunches and refreshments for the duration of the programme. Delegates are responsible for arranging their own accommodation, however, a list of convenient hotels (many at specially negotiated rates) is available upon registration.

As with all programmes on-site administrators are with you throughout the programme to ensure smooth administration and group interaction.

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Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company's exact requirements? If you'd like to do either of these, we can bring this course to your company's office. You could even save up to 50% on the cost of sending delegates to a public course.

To find out more about running this course in-house:

Our Tailored Learning Offering

If you want to run this course at a location convenient to you or if you want a completely customised learning solution, we can help.

We produce learning solutions that are completely unique to your business. We'll guide you through the whole process, from the initial consultancy to evaluating the success of the full learning experience. Our learning specialists ensure you get the maximum return on your training investment.


We can offer any of our public courses delivered at your office or we can devise completely tailored solutions:

Read more about our offering or complete a call back request to speak to a learning specialist.




Day 1: Introduction to Investment Management; Equity Analysis

Workshop Introduction 

History of Portfolio Theory – Pre-Markowitz 

Modern Portfolio Theory 

  • Markowitz Portfolio Theory 
  • Capital Asset Pricing Model 
  • Efficient Market Hypothesis 
  • Arbitrage Pricing Theory 

Behavioral Finance 

  • Common Behavioral Biases 
  • Analysis of Firms Using Behavioral Finance to Outperform 

Portfolio Construction and Rebalancing Techniques 

Financial Statement Analysis 

  • Review of Financial Statements (Balance Sheet, Income Statement, Cash Flow Statement) 
  • Ratio Analysis 
  • Red Flags 
  • Analysis of Business and Strategic Models 

Equity Valuation and Earnings Forecasts 

Conducting Primary or Original Equity Research 

Sector Rotation Strategies 

Strategies of Great Investors 

  • Benjamin Graham 
  • T. Rowe Price 
  • Philip Fisher 
  • John Templeton 
  • Warren Buffett 
  • Peter Lynch 
  • David Dreman 
  • Others

Equity Case Study

Day 2: Fixed Income Investment Management 

Macroeconomic Analysis 

  • Macroeconomic Indicators for Tracking the Economy 
  • Monetary Policy 
  • Fiscal Policy 

Interest Rate Risk 

  • Duration 
  • Convexity 


  • Yield to Maturity 
  • Yield to Call / Yield to Worst 

Fixed Income Securities 

  • “Plain Vanilla” Bonds 
  • Floating Rate Bonds 
  • Preferred Stock 
  • Convertible Bonds 
  • Mortgage Backed Securities 
  • Treasury Inflation Protected Securities (e.g. TIPS) 

Credit Risk and Analysis 

  • Using Ratio Analysis to Estimate Credit Risk 
  • Altman Z-Score Model 

Theories of the Term Structure of Interest Rates 

  • Pure Expectations Hypothesis 
  • Liquidity Preference Theory 
  • Market Segmentation Hypothesis 
  • Preferred Habitat Theory 

Bond Valuation 

Passive Fixed Income Strategies 

  • Bond Index Funds 
  • Fixed Income ETFs 

Active Fixed Income Strategies 

  • Substitutions Swaps 
  • Inter-market Spread Swaps 
  • Rate Anticipation Swaps 
  • Pure Yield Pickup Swaps 
  • Tax Swaps 

Portfolio Immunization 

Designing a Portfolio to Match Income Needs of a Client 

Asset Allocation 

  • Strategic Asset Allocation 
  • Tactical Asset Allocation

Fixed Income Case Study

Day 3: Derivatives and Their Role in Investment Management 


  • Overview of the Options Market 

Factors Affecting Option Prices 

Options Valuation 

  • Black Scholes Model 
  • Binomial Model 

Common Option Strategies 

  • Straddle 
  • Covered Call 
  • Protected Put / Portfolio Insurance 
  • Bull Spread 
  • Bear Spread 
  • Collars 


  • History of Futures Markets 
  • Speculation and Hedging with Futures 

Valuation of Futures Contracts 

  • Commodity Futures 
  • Financial Futures 

Information Contained in Futures Contracts 

Introduction to Swaps 

  • Equity Swaps 
  • Interest Rate Swaps 
  • Currency Swaps 

Introduction to Structured Products 

  • Principal Protected Notes 
  • Return Enhanced Notes 
  • Credit Risk 

Mutual Funds and ETFs Using Derivatives

Derivatives Case Study

Day 4: Hedge Funds and Management of Alternative Investments


Hedge Funds 

  • History of Hedge Funds 
  • Overview of the Hedge Fund Market 

Hedge Fund Strategies 

  • Long / Short 
  • Market Neutral 
  • Statistical Arbitrage 
  • Fixed Income Arbitrage 
  • Activist 
  • Merger Arbitrage 
  • Event Driven 
  • Global Macro 
  • Distressed 

Managing a Fund of Hedge Funds Portfolio 

Carry Trades 

Strategies of Great Hedge Fund Managers 

  • George Soros 
  • Paul Tudor Jones 
  • Ray Dalio 
  • Others 

Global Trends in Hedge Funds 

Private Equity 

  • Leveraged Buyouts (LBOs) 
  • Mezzanine Financing 
  • Venture Capital 
  • J Curve Effect 

Real Estate 

  • REITS 
  • Commercial Real Estate 
  • Timber 

Gold and Other Commodities

Hedge Fund Case Study

Day 5: Risk Management and Performance Evaluation of Investment Portfolios


International Investing 

  • Characteristics of Global Markets 
  • Home Country Bias 

Technical Analysis 

  • Moving Averages 
  • Oscillators 
  • Point and Figure Charts 
  • Trading Ranges 
  • Breakouts 

Risk Management of Investments 

  • Risk Levers – Market Risk, Concentration, Liquidity, Quality, Leverage 

Risk Measures 

  • Correlation 
  • Standard Deviation 
  • Semi-Deviation 
  • Value at Risk 
  • Multifactor Risk Models


Performance Evaluation Techniques 

  • Sharpe Ratio 
  • Treynor Measure 
  • Sortino Ratio 
  • Jensen Measure 
  • Appraisal Ratio 
  • Value at Risk 
  • Upside to Downside Capture 

The Increasingly Important Role of ETFs in Risk Management 

Portable Alpha 

Developing Your Optimal Investment Strategy

Risk Management / Performance Evaluation Case Study

Why us

We have a combined experience of over 60 years providing learning solutions to the world’s major organisations and are privileged to have contributed to their success. We view our clients as partners and focus on understanding the needs of each organisation we work with to tailor learning solutions to specific requirements.

We are proud of our record of customer satisfaction. Here is why you should choose us to help you achieve your goals and accelerate your career:

  • Quality – our clients consistently rate our performance ‘excellent’ or ‘outstanding’. Our average overall score awarded to us by our clients is nine out of ten.
  • Track record – we have delivered training solutions for 95% of worlds’ top 100 banks and have trained over 250,000 professionals.
  • Knowledge – our 150 strong team of industry specialist trainers are world leading financial leaders and commentators, ensuring our knowledge base is second to none.
  • Reliability – if we promise it, we deliver it. We have delivered over 20,000 events both in person and online, using simultaneous translation to delegates from over 180 countries.
  • Recognition – we are accredited by the British Accreditation Council and the CPD Certification Service. In an independent review by Feefo we scored 96% on service and 95% on product