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Factors for the Fundamental Investor
Week 1: Framing Factors
Welcome
Week 1 Live Session (204:52)
Chad Myrhe, The Allocator Perspective (43:03)
Giuseppe Paleologo, Factors 201 (118:29)
Supplemental Readings
Week 2: Factor-Based Investing
Week 2 Live Session (195:37)
Self-Paced Curriculum from Empirical Research Partners (Rocky Cahan) (112:00)
Self-Paced Curriculum from Empirical Research Partners (Wes Sapp - Section 1) (44:50)
Self-Paced Curriculum from Empirical Research Partners (Wes Sapp - Section 2) (26:04)
Self-Paced Curriculum from Empirical Research Partners (Wes Sapp - Section 3) (29:16)
Meb Faber, The Factor Investing Landscape (44:21)
Rob Arnott, Factor Investing Legend (65:35)
Adam Parker, Factors for the Fundamental PM (61:23)
Marc Greenberg, A Quantamental Approach (58:47)
Wes Gray, Common Sense Factors (59:20)
Supplemental Readings
Week 3: Factor-Risk Management
Sandeep Varma, Managing a Portfolio with a Factor Risk Model (51:36)
Melissa Brown, Factor Risk Management 101 (102:24)
Supplemental Readings
Week 4: Factor-Aware Portfolio Management
Jared Kubin, The PM’s Perspective (76:10)
Quant Insight, Macro & Factors (61:39)
Mark Carver, A Fireside Chat on Factors (64:17)
Supplemental Readings
Live Sessions
Schedule & Zoom Links
2/28 Office Hours (97:39)
3/7 Office Hours (80:31)
Teach online with
Mark Carver, A Fireside Chat on Factors
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