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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Call now for more information on this course or to book:
EMEA +44 (0) 20 7378 1050

Excellent course, engaging and informative
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London Financial Studies is registered with GARP as an Approved Provider of Continuing Professional Development (CPD) credits.