Level II · Module 11
Return, Risk & Factor Models
The core models a researcher uses to measure exposures, forecast risk, allocate risk and size positions.
This module is locked
Level II enrollment is open to Level I students, or with the complete three-level program.
Explore the module outline below, or start with the free orientation and Module 1.
Read the free orientation and Module 1Module outline
- Regression and factor models
- Volatility forecasting
- Risk allocation and sizing
Intended learning outcome: Estimate exposures, forecast volatility and size a position with stated assumptions.