Barra Factor Advanced Seminar

Today, many investors and managers rely on factor models as a major input to support their portfolio construction process as well as to capture the factor risk premia.

Please join us for our upcoming seminars focusing on Barra Factor models in theory and application.

The Advanced Seminar will be most beneficial for people who already have a good understanding of factor models and are ready to enrich their usage.

Agenda Topics:

• Barra enhanced Style Factors: Systematic Equity Factors
• Modelling Custom Factors
• Risk and Alpha Factor Misalignment
• Factor Risk Models and Crowding