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 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.
Course Features
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CPD
1.5 Hours