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Factor Investing

About This Course

In an ideal world, a portfolio would be composed of a wide range of return-producing units, each of which is risky but independent of the others. Such a portfolio would result in high returns with low volatility. These return-producing elements or factors already exist in the traditional asset classes and can be extracted. This course is specifically about these factors that both explain performance and provide market premiums.

Learning Outcomes

  • Discovering factors
  • Important factor premiums
  • Extracting factor premiums
  • Implementing factor-based portfolio
  • Challenges of constructing factor-based portfolio

Module 1: Introduction

Module 2: The Capital Asset Pricing Model

  • CAPM: A One-Factor Model
  • Fama-French Three-Factor Model

Module 3: Other Important Factors

  • Momentum Factor
  • Profitability Factor
  • Quality Factor
  • Term Factor
  • Carry Factor

Module 4: Alternative Investments

  • Risk Factor Exposures of Alternative Investments
  • Risk Factors for Hedge Funds

Module 5: Implementing a Factor-Based Portfolio

Module 6: Challenges in Factor-Based Portfolio Construction

The Financial Training Scheme (“FTS”)

The Financial Training Scheme (“FTS”) is a training incentive scheme supported by the Financial Sector Development Fund (FSDF). The scheme supports financial sector-specific training programmes that raise the competency of the financial sector.

All our programmes are approved for listing on the Financial Training Scheme (FTS) Programme Directory and are eligible for FTS claims, subject to all eligibility criteria being met. For latest development on the Enhanced Funding Support for IBF FTS, please visit the Financial Training Scheme site.

Early Bird Discount

Enjoy 10% early bird discount when you register one (1) month before the course commencement date.

Factor Investing

FTS

Course Features
  • CPD
    1.5 Hours
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