Factor investing: from traditional to alternative risk premia
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 ne...
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London, UK
ISTE Press
2017
|
| Schlagworte: | |
| Online-Zugang: | FAW01 URL des Erstveröffentlichers |
| Zusammenfassung: | 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 |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | 1 online resource (xxiii, 455 pages) illustrations (some color) |
| ISBN: | 9780081019641 0081019645 |
Internformat
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| 520 | |a 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 | ||
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| dewey-full | 332.6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
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| discipline | Wirtschaftswissenschaften |
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| indexdate | 2024-07-10T08:16:38Z |
| institution | BVB |
| isbn | 9780081019641 0081019645 |
| language | English |
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| oclc_num | 1019931588 |
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| physical | 1 online resource (xxiii, 455 pages) illustrations (some color) |
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| publishDate | 2017 |
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| publisher | ISTE Press |
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| spelling | Factor investing from traditional to alternative risk premia edited by Emmanuel Jurczenko London, UK ISTE Press 2017 © 2017 1 online resource (xxiii, 455 pages) illustrations (some color) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index 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 BUSINESS & ECONOMICS / Finance bisacsh Portfolio management fast Asset allocation fast Investments fast Investments Asset allocation Portfolio management Jurczenko, Emmanuel edt Erscheint auch als Druck-Ausgabe 1785482017 Erscheint auch als Druck-Ausgabe 9781785482014 http://www.sciencedirect.com/science/book/9781785482014 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Factor investing from traditional to alternative risk premia BUSINESS & ECONOMICS / Finance bisacsh Portfolio management fast Asset allocation fast Investments fast Investments Asset allocation Portfolio management |
| title | Factor investing from traditional to alternative risk premia |
| title_auth | Factor investing from traditional to alternative risk premia |
| title_exact_search | Factor investing from traditional to alternative risk premia |
| title_full | Factor investing from traditional to alternative risk premia edited by Emmanuel Jurczenko |
| title_fullStr | Factor investing from traditional to alternative risk premia edited by Emmanuel Jurczenko |
| title_full_unstemmed | Factor investing from traditional to alternative risk premia edited by Emmanuel Jurczenko |
| title_short | Factor investing |
| title_sort | factor investing from traditional to alternative risk premia |
| title_sub | from traditional to alternative risk premia |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Portfolio management fast Asset allocation fast Investments fast Investments Asset allocation Portfolio management |
| topic_facet | BUSINESS & ECONOMICS / Finance Portfolio management Asset allocation Investments |
| url | http://www.sciencedirect.com/science/book/9781785482014 |
| work_keys_str_mv | AT jurczenkoemmanuel factorinvestingfromtraditionaltoalternativeriskpremia |