Factor Investing (e-bog) af -
Jurczenko, Emmanuel (redaktør)

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
Forfattere Jurczenko, Emmanuel (redaktør)
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