ENGLISH

Factor Investing: From Traditional to Alternative Risk Premia

By Emmanuel Jurczenko (editor)

Book information

Publisher
Elsevier, ISTE Press
Year
2017
ISBN
1785482017, 9781785482014
Language
english
Format
PDF
Filesize
23 MB (24195227 bytes)
Series
Quantitative Finance
Pages
480\482
Orientation
portrait
Paginated
yes
Scanned
no
Time added
2020-12-18 12:54:43

Description

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 scopeAn extensive coverage and up-to-date researcch contributionsCovers the topic of factor investing strategies which are increasingly popular amongst practitioners

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