Asset management guest lectures

Onwards and upwards with CEO Nicolai Tangen
- a lecture on leadership and motivation

How do you lead a global organisation managing one of the world’s largest investment funds? In this lecture Nicolai Tangen, Chief Excutive Officer of Norges Bank Investment Management, will explain why being human and inclusive is a smarter way to lead, the power of communication and feedback, how to increase motivation, and the drivers of personal growth. The students will get insights into leadership work at Norges Bank Investment Management and be introduced to practical mechanisms for coping with stress, creating psychological safety and building confidence. The lecture will be followed by an open Q&A and suits any educational programme.

Asset allocation in practice

This lecture gives broad insights into the investment strategy of Norges Bank Investment Management, how it has changed over time and why. Students will gain a broad overview of the fund and its investment strategy, the theoretical underpinnings of the investment strategy and the fund’s role in the Norwegian economy more generally. The lecture will end with a deep dive into a more specialised topic that can tailored to the particular interests of the class. The lecture suits Bachelor’s and Master’s students studying economics or finance. A rudimentary understanding of asset pricing (e.g. CAPM) is considered useful.

Active portfolio management

This lecture seeks to give a broad insight into the reality of how we undertake our roles as portfolio managers. Students will gain a broad overview of the asset management industry, as well as an understanding of the role of active management and how portfolio managers approach this in practice.  The lecture will emphasise a broad framework by which portfolio managers organise their duties, seek to develop investment ideas and construct a portfolio around these ideas.  It will also emphasise learnings and challenges, including the psychological or human aspect to the role, the theory vs. reality of investing, and common mistakes across portfolio managers.  Students will also have the opportunity to engage with portfolio managers through Q&A. The lecture suits both Bachelor’s and Master’s students.

Applications of data science to investment management

This is a practical session on the use of data and modelling approaches in fund management. Students will get an overview of data science techniques including supervised and unsupervised learning, and discuss process and design features in developing robust models for data analytics. The lecture will also demonstrate applications of data science and machine learning techniques in finance, including pitfalls of machine learning. The lecture suits Bachelor’s and Master’s students in any quantitative discipline.

Trading in equity markets

The aim of this lecture is to provide insight into trading operations at Norges Bank Investment Management. The students will gain insights into trading in equity markets and dynamics and characteristics of the markets. We will explain how various participants like institutional managers, high frequency traders and retail clients trade and shape equity markets today. The lecture suits Bachelor and Masters’ students studying finance, economics, mathematics, statistics, IT and other similar courses. No prior knowledge of the topic is required.

Risk management in practice

This lecture is about how to estimate volatility, tail risk measures and how to perform scenario analysis on large real-world portfolios with thousands of securities. The lecture will provide an overview over key modelling choices and their implications. Students will get an overview over popular risk models and learn advantages and disadvantages of popular techniques from a practitioner’s perspective. The lecture reviews the field broadly and focuses on a range of models, giving practical examples throughout. The lecture suits entry level coursework in econometrics and capital markets and can be tailored both to beginner and more advanced audiences.

Derivative markets and asset management

The aim of the lecture is to give students an overview on use of derivatives in asset management. It will cover topics including option-implied vs empirical return distributions, volatility-based risk premia, link between option strategies and dynamic investment strategies, and use of option signals in portfolio and risk management.  The lecture suits final year Bachelor’s and Master’s students with exposure to finance and financial economics.

Last saved: 29/06/2021

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