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Risk Based and Factor Investing

Risk Based and Factor Investing
  • Author : Emmanuel Jurczenko
  • Publsiher : Elsevier
  • Release : 24 November 2015
  • ISBN : 0081008112
  • Pages : 486 pages
  • Rating : 4/5 from 21 ratings
GET THIS BOOKRisk Based and Factor Investing

Summary:
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. 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


Risk-Based and Factor Investing

Risk-Based and Factor Investing
  • Author : Emmanuel Jurczenko
  • Publisher : Elsevier
  • Release : 24 November 2015
GET THIS BOOKRisk-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 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

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Factor Investing

Factor Investing
  • Author : Emmanuel Jurczenko
  • Publisher : Elsevier
  • Release : 17 October 2017
GET THIS BOOKFactor Investing

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

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Your Complete Guide to Factor-Based Investing

Your Complete Guide to Factor-Based Investing
  • Author : Andrew L. Berkin,Larry E. Swedroe
  • Publisher : Anonim
  • Release : 07 October 2016
GET THIS BOOKYour Complete Guide to Factor-Based Investing

There are hundreds of exhibits in the investment "factor zoo." Which ones are actually worth your time, and your money? Andrew L. Berkin and Larry E. Swedroe, co-authors of The Incredible Shrinking Alpha, bring you a thorough yet still jargon-free and accessible guide to applying one of today's most valuable quantitative, evidence-based approaches to outperforming the market: factor investing. Designed for savvy investors and professional advisors alike, Your Complete Guide to Factor-Based Investing: The Way Smart Money Invests Today takes

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Equity Smart Beta and Factor Investing for Practitioners

Equity Smart Beta and Factor Investing for Practitioners
  • Author : Khalid Ghayur,Ronan G. Heaney,Stephen C. Platt
  • Publisher : John Wiley & Sons
  • Release : 12 June 2019
GET THIS BOOKEquity Smart Beta and Factor Investing for Practitioners

A guide to the popular and fast growing investment opportunities of smart beta Equity Smart Beta and Factor Investing for Practitioners offers a hands-on guide to the popular investment opportunities of smart beta, which is one of the fastest growing areas within the global equity asset class. This well-balanced book is written in accessible and understandable terms and contains an in-depth manual filled with analytical information and new ideas. The authors—noted experts in the field—include a definition of

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Asset Management

Asset Management
  • Author : Andrew Ang
  • Publisher : Oxford University Press
  • Release : 07 July 2014
GET THIS BOOKAsset Management

In Asset Management: A Systematic Approach to Factor Investing, Professor Andrew Ang presents a comprehensive, new approach to the age-old problem of where to put your money. Years of experience as a finance professor and a consultant have led him to see that what matters aren't asset class labels, but instead the bundles of overlapping risks they represent. Factor risks must be the focus of our attention if we are to weather market turmoil and receive the rewards that come

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The Current State of Quantitative Equity Investing

The Current State of Quantitative Equity Investing
  • Author : Ying L. Becker,Marc R. Reinganum
  • Publisher : CFA Institute Research Foundation
  • Release : 10 May 2018
GET THIS BOOKThe Current State of Quantitative Equity Investing

Quantitative equity management techniques are helping investors achieve more risk efficient and appropriate investment outcomes. Factor investing, vetted by decades of prior and current research, is growing quickly, particularly in in the form of smart-beta and ETF strategies. Dynamic factor-timing approaches, incorporating macroeconomic and investment conditions, are in the early stages but will likely thrive. A new generation of big data approaches are rendering quantitative equity analysis even more powerful and encompassing.

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Advances in the Practice of Public Investment Management

Advances in the Practice of Public Investment Management
  • Author : Narayan Bulusu,Joachim Coche,Alejandro Reveiz,Francisco Rivadeneyra,Vahe Sahakyan,Ghislain Yanou
  • Publisher : Springer
  • Release : 28 July 2018
GET THIS BOOKAdvances in the Practice of Public Investment Management

This book covers the latest advances in the theory and practice of public investment management. It includes the most up-to-date developments in the implementation of public asset management – including multiple contributions on portfolio allocation in varying interest-rate and credit-risk environments. Other highlights include implementation, performance attribution and governance issues surrounding reserves management, portfolio construction techniques appropriate for public investors and an in-depth discussion of the challenges to achieving international diversification.

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Expected Returns

Expected Returns
  • Author : Antti Ilmanen
  • Publisher : John Wiley & Sons
  • Release : 20 April 2011
GET THIS BOOKExpected Returns

This comprehensive reference delivers a toolkit for harvesting market rewards from a wide range of investments. Written by a world-renowned industry expert, the reference discusses how to forecast returns under different parameters. Expected returns of major asset classes, investment strategies, and the effects of underlying risk factors such as growth, inflation, liquidity, and different risk perspectives, are also explained. Judging expected returns requires balancing historical returns with both theoretical considerations and current market conditions. Expected Returns provides extensive empirical evidence,

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Goal-based Investing: Theory And Practice

Goal-based Investing: Theory And Practice
  • Author : Romain Deguest,Lionel Martellini,Vincent Milhau
  • Publisher : World Scientific
  • Release : 13 July 2021
GET THIS BOOKGoal-based Investing: Theory And Practice

Goal-based investing is a new paradigm that is expected to have a profound and long-lasting impact on the wealth management industry. This book presents the concept in detail and introduces a general operational framework that can be used by financial advisors to help individual investors optimally allocate their wealth by identifying performance-seeking assets and hedging assets. Grounded in the principles of asset pricing and portfolio optimisation, the goal-based investing approach leads to the design of investment solutions that truly respond

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Introduction to Risk Parity and Budgeting

Introduction to Risk Parity and Budgeting
  • Author : Thierry Roncalli
  • Publisher : CRC Press
  • Release : 19 April 2016
GET THIS BOOKIntroduction to Risk Parity and Budgeting

Although portfolio management didn’t change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management. Risk parity then became a popular financial model of investment after the global financial crisis in 2008. Today, pension funds and institutional investors are using this approach in the development of smart indexing and the redefinition of long-term investment policies. Written by

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The Science of Algorithmic Trading and Portfolio Management

The Science of Algorithmic Trading and Portfolio Management
  • Author : Robert Kissell
  • Publisher : Academic Press
  • Release : 01 October 2013
GET THIS BOOKThe Science of Algorithmic Trading and Portfolio Management

The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems. This valuable book

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