Banco Invest - Nova Students Portfolio
Capital Markets - Cascais, Lisbon, Portugal
Banco Invest - Nova Students Portfolio Employees
Banco Invest - Nova Students Portfolio Details
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 POLICYSponsor: Banco InvestInitial Capital: USD 430,000Investment Horizon: 12 monthsCurrency: 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 tradingRisk profile: Medium / LowTarget volatility: < 7% per annumVaRLimit: Daily VaR < 1.5%@ 99% confidence, 1 side, 1 year observation periodReporting: Monthly (to Sponsor)
