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Factor Modelling for Investment Management

Factor models and factor-based investing are changing the way institutional investment managers construct portfolios and analyze risk.

This hands-on programme explores key techniques and practical challenges when working with factor models in investment management; as well as reviewing how factor models enable better portfolio risk assessments. Economic as well as statistical aspects will be covered in a balanced manner.

The course features practical applications of all concepts discussed, using Excel models with relevant real-world data.

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  • Date:
  • Venue:
  • Central London and remotely via LFS LiveLFS Live
  • Fee:
  • £1835 per day
    £3670 total

This course is also available in New York Time Zone and Singapore Time Zone

Who The Course is For
  • Quantitative Analysts
  • Risk Managers
  • Portfolio Managers
  • Investment Consultants
  • Financial Economist
Learning Objectives
  • Understand quantitative approaches used in factor modelling today
  • Develop basic factor models for equity, fixed income and multi-asset class portfolios
  • Use factor models in performance & risk analysis as well as asset allocation
Prior Knowledge
  • Basic understanding of Modern Portfolio Theory (MPT) and statistics
  • Good familiarity with Microsoft Excel

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