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Risk-Based and Factor Investing. Emmanuel Jurczenko

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ISBN: 9781785480089 | 486 pages | 13 Mb

• Risk-Based and Factor Investing
• Emmanuel Jurczenko
• Page: 486
• Format: pdf, ePub, fb2, mobi
• ISBN: 9781785480089
• Publisher: Elsevier Science

Download Risk-Based and Factor Investing

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This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). The articles are intended to introduce readers to some of the latest, cutting edge research encountered by academics and professionals dealing with RBFI solutions. Together the authors detail both alternative non-return based portfolio construction techniques and investing style risk premia strategies. Each chapter deals with new methods of building strategic and tactical risk-based portfolios, constructing and combining systematic factor strategies and assessing the related rules-based investment performances. Despite some articles being technical in nature, this book can assist portfolio managers, asset owners, consultants, academics and students who wish to further their understanding of the science and art of risk-based and factor investing. Contains up-to-date research from the areas of RBFI Features contributions from leading academics and practitioners in this field Features discussions of new methods of building strategic and tactical risk-based portfolios for practitioners, academics and students

Risk-Based and Factor Investing, 1st Edition - Elsevier Store
Elsevier Store: Risk-Based and Factor Investing, 1st Edition from Emmanuel Jurczenko. ISBN-9781785480089, Printbook , Release Date: 2015. interesting paper: facts and fantasies on factor investing
It uses a single risk factor to model the risk premium of an asset class. Based on the APT theory proposed by Ross (1976), Fama and French  What Factor Investing Really Means And How It Works In - MSCI
What we finally realized is that, instead of bolting things on and running the risk of having gaps and overlaps in this new wave of factor-based indexes. ETF.com: What's all the buzz about factor investing? What is it, and why should advisors  Amazon.com: Practical Guide to Risk-Based Investing (Iste
This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). The articles are   Risk-based and factor investing – free one-day workshop
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Tradable factor and risk-based indicesEfficient way for asset managers and investors to better match returns with a specific marketAppropriate for asset  Factor-Based Investing: 5 Practical Considerations - NASDAQ.com
Factor-based investing can approximate, and in some cases replicate, the risk exposures of a range of active investments, including manager-  Practical Guide to Risk-Based Investing (Iste): Amazon.co.uk
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