Risk Management Using Factor Models
The Master Class on »Risk Management Using Factor Models” provides the background necessary to understand factor models and how they can be used to build risk models, and analyzes the risk of investment portfolios.
SFI Prof. Pierre Collin-Dufresne, Professor of Finance at EPFL, and Dr. Günter Schwarz, Head of Risk Modelling at UBS Asset Management, review some of the most popular factor modeling approaches, as well as some of their practical uses in risk management. In addition, they discuss how ESG factors can be incorporated into factor modeling and investment management.
Datum: 02.12.2022, 13:00 - 17:00 Uhr
Organisator: Swiss Finance Institute
Ort: Renaissance Hotel
Kosten: The SFI Master Classes are offered free of charge for employees of companies affiliated with the Swiss Bankers Association (SBA) and are acknowledged SAQ recertification measures.