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Factor Modeling for Investment Management

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

This hands-on program 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:
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  • Venue:
  • Manhattan - New York
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This course is also available in London, Singapore and Sydney

Who The Course is For

  • Quantitative Analysts
  • Risk Managers
  • Portfolio Managers
  • Investment Consultants
  • Financial Economist

Learning Objectives

  • Understand quantitative approaches used in factor modeling 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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