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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:
  • Please contact us
  • Venue:
  • Cliftons Singapore - The Finexis Building
  • Fee:

This course is also available in London, New York and Sydney

This course is FTS-Eligible* and also eligible for CPD hours. GARP & CFA Institute members are eligible for CE/CPD credits. See details

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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*FTS Eligible
This programme is approved for listing on the Financial Training Scheme (FTS) Programme Directory and is eligible for FTS claims subject to all eligibility criteria being met. Please note that in no way does this represent an endorsement of the quality of the training provider and programme. Participants are advised to assess the suitability of the programme and its relevance to participants' business activities or job roles. The FTS is available to eligible entities, at a 50% funding level of programme fees subject to all eligibility criteria being met. FTS claims may only be made for programmes listed on the FTS Programme Directory with the specified validity period. Please refer to www.ibf.org.sg for more information.