Factor Investing e-bog
2190,77 DKK
(inkl. moms 2738,46 DKK)
This new edited volume consists of a collection of original articles written by leading industry experts in the area of factor investing.The chapters introduce readers to some of the latest research developments in the area of equity and alternative investment strategies.Each chapter deals with new methods for constructing and harvesting traditional and alternative risk premia, building strateg...
E-bog
2190,77 DKK
Forlag
ISTE Press - Elsevier
Udgivet
17 oktober 2017
Længde
480 sider
Genrer
Management accounting, bookkeeping and auditing
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9780081019641
This new edited volume consists of a collection of original articles written by leading industry experts in the area of factor investing.The chapters introduce readers to some of the latest research developments in the area of equity and alternative investment strategies.Each chapter deals with new methods for constructing and harvesting traditional and alternative risk premia, building strategic and tactical multifactor portfolios, and assessing related systematic investment performances. This volume will be of help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge and understanding of systematic risk factor investing. A practical scope An extensive coverage and up-to-date researcch contributions Covers the topic of factor investing strategies which are increasingly popular amongst practitioners