IMAC Lecture - Multi-Factor Investment Analysis

Michael Furey  |  Delta Research and Advisory

About this Lecture

This lecture instructs IMAC candidates on the use of returns-based multi-factor analysis to better understand the underlying drivers of a managed fund’s return and risk over its life, including:

  • what factors are;
  • why multi-factor analysis of funds is important;
  • the four stages of investment performance analysis;
  • types of hedge fund strategies, their performance, and comparison with public stocks;
  • the more widely used multi-factor models;
  • a risk framework of assessing actively managed strategies;
  • the advantages and disadvantages of holdings-based and returns-base...

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