Livre électronique à télécharger gratuitement Risk-Based and Factor Investing CHM Emmanuel Jurczenko in French 9781785480089

Risk-Based and Factor Investing

Risk-Based and Factor Investing

by Emmanuel Jurczenko

Editeur : Elsevier Science
ISBN: 9781785480089
Broché: 486
Télécharger les formats: pdf, ePub, mobi, fb2
Taille du fichier: 13 Mb
Date d'affichage: 2020-09-19
TÉLÉCHARGER

La description:

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