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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

Fee:
£1475 per day

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