Build It in a Day: Fama French Factor Modeling
Workshop Info
Fama French Factor Modeling
Build the Fama-French three-factor model and its extensions, examining the impact of factors such as size, value, and profitability on asset returns, and their implications for portfolio construction and performance evaluation.
September 8 – December 8, 2023
Time for all workshops: 1:00 pm – 4:00 pm ET
These workshops offer the opportunity to experience risk management processes by building them. Examples include counterparty credit risk estimation, FAMA-French factor models, bank default modeling, risk management infrastructure at a lending company, the Fundamental Review of the Trading Book (FRTB), Comprehensive Capital Assessment and Review (CCAR). These major concepts are as much about their implementation as they are about their theoretical description; and organizations gain competitive advantage by effectively implementing these concepts. As a professional, a first step to adding value to this work at an organization is knowing how to build a simple version in a day.
How To Join a Session
Click on the Join a Session button at 1:00 pm ET on the day of your desired workshop. Each workshop ends at 4:00 pm ET.