The Nova Students Portfolio is an active portfolio of stocks and bonds sponsored by Banco Invest and managed by a group of students from the Nova Master's in Finance under the supervision of the instructor. The portfolio invests in stocks, bonds, ETFs and futures in Europe and in the US.
INVESTMENT POLICY
Sponsor: Banco Invest
Initial Capital: USD 430,000
Investment Horizon: 12 months
Currency: USD ($)
Instruments: Stocks and bonds, in the US (through cash equities, ETFs and futures).
Benchmark: 40% S&P500 Index + 60% ICE USTrsry 3-7YTR Index.
Asset Allocation: Fixed weights (allows for 10% deviations from equities benchmark) or Risk Parity.
Leverage: Possible / may be necessary depending on the asset allocation methodology chosen.
Short positions: Possible, particularly for pair trading
Risk profile: Medium / Low
Target volatility: < 7% per annum
VaRLimit: Daily VaR < 1.5%
@ 99% confidence, 1 side, 1 year observation period
Reporting: Monthly (to Sponsor)
Company Details
- Employees
- 1
- Founded
- -
- Address
- Rotunda De Carcavelos, Carcavelos,lisbon,portugal
- Industry
- Capital Markets
- NAICS
-
Securities, Commodity Contracts, and Other Financial Investments and Related ActivitiesSecurities and Commodity Contracts Intermediation and BrokerageSecurities BrokerageCommodity Contracts DealingCommodity Contracts Brokerage
- Keywords
- Carcavelos.
- HQ
- Carcavelos, Lisbon
Banco Invest - Nova Students Portfolio Questions
Banco Invest - Nova Students Portfolio's website is https://www.linkedin.com/company/nova-students-portfolio-nsp/
Banco Invest - Nova Students Portfolio's LinkedIn profile is https://pt.linkedin.com/company/nova-students-portfolio-nsp
Banco Invest - Nova Students Portfolio has
1 employees.
View email and phone details for 1
employees at Banco Invest - Nova Students Portfolio.
Banco Invest - Nova Students Portfolio's industry is
Capital Markets
Banco Invest - Nova Students Portfolio's top competitors are
Nova Investment Club,
Nova M&a Club,
Banco Invest S.a.,
Social Investment Fund,
Novo Banco,
Nova Junior Consulting | Njc,
Banco De Investimento Global,
Portfolio Management Club,
Nova Investment Club - Undergraduate Division,
Millennium Bcp.
Banco Invest - Nova Students Portfolio's categories are Capital Markets
Banco Invest - Nova Students Portfolio's founding year is 2014
