Nova Students Portfolio consists in a team of 16 students which run an active portfolio of $350.000.
The portfolio generates its returns through an initial structure of Risk Parity (between stocks and bonds), with the objective of maximizing the Info Sharpe Ratio (for the established target volatility).
Nova SBE gives a great opportunity to its Finance students, enabling them to have a practical approach on real investment issues and to apply theoretical knowledge and frameworks into real life portfolio management. All functions of the fund (fund manager, market analyst, trader, risk manager…) are performed by students, following a rolling process, week by week.