Course list

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.

  • Date:
  • 24th - 25th May 2018
  • Venue:
  • Central London
  • Fee:
  • £1395 per day


  • You might be eligible for preferential rates. Please contact us to check if your company is a member of the LFS Global Client Programme.

This course is also available in New York and Singapore

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

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Prior Knowledge

  • Basic understanding of Modern Portfolio Theory (MPT) and statistics
  • Good familiarity with Microsoft Excel

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