Risk-based and factor investing

Jurczenko, Emmanuel (Ecole hôtelière de Lausanne, HES-SO // University of Applied Sciences Western Switzerland)

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. 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.


Ecole:
Ecole hôtelière de Lausanne
Classification:
Économie/gestion
Adresse bibliogr.:
Oxford, Elsevier
Date:
Oxford
Elsevier
2015
Pagination:
486 p.
ISBN:
9781785480089
Le document apparaît dans:

Note  Le statut de ce document est: non diffusé



 Notice créée le 2016-03-22, modifiée le 2017-09-09


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