Master in Corporate Finance | SDA Bocconi

Financial Databases & Data Analytics

The Financial Databases course provides you with training on the Bloomberg terminal, accessing a database edited by the leading financial information provider Bloomberg L.P. You will become highly skilled in using this database. Under conditions set by Bloomberg itself, class members can also undergo the Bloomberg Program Certification routine.

 

Simulations

The financial environment teaches us a harsh lesson: underestimating or even ignoring risk leads to a certainty of future trouble, no matter how long it takes to show up. On the other hand, every one of us looks at risk in a very personal way.

 

That is why the MCF runs the Portfolio Management Simulation, a special project that requires its students to think, act, and behave like asset managers. The rationale behind the project is that getting better in investing also means getting to know our investing selves better.

 

The first step of the simulation consists in building a personal Investment Risk Policy Statement. MCF students have to answer some key questions about their own likelihood or aversion towards risk taking, both from a broad point of view and from a finance-centered standpoint.

 

The second step consists in navigating the vast sea of the financial markets: MCF students are equipped with top-notch financial databases, namely Datastream Advance and Bloomberg’s, and they use them in order to set and run a portfolio. They must aim for a performance that faithfully mirrors and closely sticks to the abovementioned statement. The Portfolio Management Simulation is equipped with a set of clear rules:

 

  • Building up a manageable portfolio: no more than a given number of securities, including cash.
  • Asset allocation as mix of equities (including shorting), government and corporate bonds, currencies, commodities, ETFs and Real Estate investment vehicles;
  • Limits to the weight of a single holding on total portfolio;
  • Limits to the frequency of trades and to total portfolio rotation;
  • Frictional costs and tax effects of trades always to be taken into consideration;
  • Full accountability and transparency on portfolio management faring anytime MCF students are requested to.

 

The third step consists in preparing a final report both about the performance achieved on portfolio liquidation and about the overall experience. In the first week of April, participants will present their portfolio to a panel of professors and receive a grade and feedback.

 

Infographics Software

Create better business presentations with the think-cell visualization software. think-cell is a Microsoft Office add-in that automates and simplifies a number of otherwise time-consuming tasks in the creation of complex, data-driven charts in PowerPoint. A number of chart types, such as waterfalls, Gantts, and Mekko, are supported and can be automatically updated directly from underlying Excel data. The software also provides a set of tools to structure and maintain agendas within PowerPoint presentations.

 

Please visit www.think-cell.com to find out more.

 

Usage terms: think-cell may only be used for academic and non-profit purposes by current MCF students, faculty and staff. Those who are no longer MCF students, faculty or staff, or those who intend to use the software for non-educational purposes, will need to pursue a separate license agreement.

Alidat (Alternative Investments Data Analytics)

 Alidat provides a comprehensive platform for analyzing and monitoring alternative investments:

  • Private equity & venture capital
  • Hedge funds
  • Real estate & infrastructure
  • Real assets

The platform (Alidat pro web) tracks more than 1,800 alternative assets with 70K quarterly performance measures, covering vintage years from 1980 up to now.

The Alidat license is strictly reserved to the MCF Program. MCF participants use the data provided by the platform during the Portfolio Management Simulation by simulating the allocation and management of a portfolio of alternative financial instruments.

 

For further information please contact:

Andrea Benocci

MCF Database Manager

andrea.benocci@sdabocconi.it