Risk-based and factor investing:
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...
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
Elsevier
2015
|
| Schlagworte: | |
| Online-Zugang: | FAW01 URL des Erstveröffentlichers |
| Zusammenfassung: | 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 |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | 1 online resource |
| ISBN: | 9780081008119 0081008112 9781785480089 1785480081 |
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| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| spelling | Risk-based and factor investing edited by Emmanuel Jurczenko Amsterdam Elsevier 2015 1 online resource txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index 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 BUSINESS & ECONOMICS / Finance bisacsh Business enterprises / Finance fast Investments fast Unternehmen Wirtschaft Investments Business enterprises Finance Risikomanagement (DE-588)4121590-4 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Portfolio Selection (DE-588)4046834-3 s Risikomanagement (DE-588)4121590-4 s 2\p DE-604 Jurczenko, Emmanuel edt Erscheint auch als Druck-Ausgabe 1785480081 9781785480089 http://www.sciencedirect.com/science/book/9781785480089 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Risk-based and factor investing BUSINESS & ECONOMICS / Finance bisacsh Business enterprises / Finance fast Investments fast Unternehmen Wirtschaft Investments Business enterprises Finance Risikomanagement (DE-588)4121590-4 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4046834-3 (DE-588)4143413-4 |
| title | Risk-based and factor investing |
| title_auth | Risk-based and factor investing |
| title_exact_search | Risk-based and factor investing |
| title_full | Risk-based and factor investing edited by Emmanuel Jurczenko |
| title_fullStr | Risk-based and factor investing edited by Emmanuel Jurczenko |
| title_full_unstemmed | Risk-based and factor investing edited by Emmanuel Jurczenko |
| title_short | Risk-based and factor investing |
| title_sort | risk based and factor investing |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Business enterprises / Finance fast Investments fast Unternehmen Wirtschaft Investments Business enterprises Finance Risikomanagement (DE-588)4121590-4 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Business enterprises / Finance Investments Unternehmen Wirtschaft Business enterprises Finance Risikomanagement Portfolio Selection Aufsatzsammlung |
| url | http://www.sciencedirect.com/science/book/9781785480089 |
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