The National University of Singapore’s Business School has, since 2014, been offering a week-long intensive applied portfolio management programme to help portfolio managers and analysts upgrade their skills.
The Global Curriculum in Applied Portfolio Management, or g-CAPM, programme has thus far trained almost 200 asset owners, asset managers and other financial professionals from around the world.
It typically attracts finance professionals, particularly portfolio managers and analysts working for both asset managers and asset owners, such as government funds and pension funds. However, the programme is also suitable for those who want to switch from operations and administration-type functions to the front office in financial institutions, whether the buy-side or sell-side, and who already have basic knowledge of investments and financial analysis.
“It is a fast-paced, hands-on, and in-depth continuing education programme for finance professionals to upgrade their skills and learn about the latest techniques, technologies and applications in financial asset management, especially in these perilous pandemic times,” says Joseph Cherian, a professor at NUS Business School and one of the lecturers in the g-CAPM programme.
It covers quantitative techniques such as multi-factor investing, as well as fundamental, behavioural, and model-based approaches to investing. “Apart from the latest areas of exploration, which includes alternative big data, machine learning, and Python coding, we will cover a range of topics, from equities to fixed income to hedge funds, and from macro to commodities to derivatives,” Cherian says.
The programme has been updated. Two key elements are:
- It will be taught in hybrid mode, i.e., both face-to-face in NUS’ state-of-the-art lab, and online via Zoom without loss of any functionality; and
- The curriculum has been updated to include applications with alternative big data. Programme participants will be introduced to common machine learning methods and procedures that can be used for risk and portfolio management in practice, including LASSO, Random Forests, and hidden Markov models through high-dimensional real-life datasets, cases, Python coding/programming, and applications.
The lecturers are seasoned academics who have real-world experience in investments. Cherian himself is a former managing director, global head, and chief investment officer of a US$67 billion quant investments group on Wall Street. He says that “g-CAPM was developed by academic professionals for investment professionals”.
The next g-CPAM session is from September 20-26, 2021. Please click the following link for more details, including registering for the next information session on July 14, 2021: https://executive-education.nus.edu.sg/programmes/g-capm/
