Factor Investing

Written By Emmanuel Jurczenko
Factor Investing
  • Publsiher : Elsevier
  • Release : 17 October 2017
  • ISBN : 0081019645
  • Pages : 480 pages
  • Rating : /5 from reviews
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Download or read book entitled Factor Investing by author: Emmanuel Jurczenko which was release on 17 October 2017 and published by Elsevier with total page 480 pages . This book available in PDF, EPUB and Kindle Format. 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 scope An extensive coverage and up-to-date researcch contributions Covers the topic of factor investing strategies which are increasingly popular amongst practitioners

Factor Investing

Factor Investing
  • Author : Emmanuel Jurczenko
  • Publisher : Elsevier
  • Release Date : 2017-10-17
  • Total pages : 480
  • ISBN : 0081019645
GET BOOK

Summary : 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 ...

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 Date : 2019-05-29
  • Total pages : 496
  • ISBN : 0081019645
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Summary : 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 ...

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 Date : 2019-06-12
  • Total pages : 496
  • ISBN : 0081019645
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Summary : 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 ...

Asset Management

Asset Management
  • Author : Andrew Ang
  • Publisher : Oxford University Press (UK)
  • Release Date : 2014
  • Total pages : 704
  • ISBN : 0081019645
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Summary : Stocks and bonds? Real estate? Hedge funds? Private equity? If you think those are the things to focus on in building an investment portfolio, Andrew Ang has accumulated a body of research that will prove otherwise. In his new book Asset Management: A Systematic Approach to Factor Investing, Ang upends ...

Machine Learning for Factor Investing R Version

Machine Learning for Factor Investing  R Version
  • Author : Guillaume Coqueret,Tony Guida
  • Publisher : CRC Press
  • Release Date : 2020-08-31
  • Total pages : 321
  • ISBN : 0081019645
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Summary : Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. The technicality of the subject can make it hard for non-specialists to join the bandwagon, as the ...

Index Fund Management

Index Fund Management
  • Author : Fadi Zaher
  • Publisher : Springer Nature
  • Release Date : 2019-08-28
  • Total pages : 248
  • ISBN : 0081019645
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Summary : This book brings simplicity to passive investing, smart beta, and factor investing, which is the fastest growing type of investment in the asset management industry. The subject has a strong academic foundation but often taught and presented in a quite complex and unorganized way. In recent years, index and factor ...

Risk Based and Factor Investing

Risk Based and Factor Investing
  • Author : Emmanuel Jurczenko
  • Publisher : Elsevier
  • Release Date : 2015-11-24
  • Total pages : 486
  • ISBN : 0081019645
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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 ...

Factor Investing

Factor Investing
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2015
  • Total pages : 378
  • ISBN : 0081019645
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Summary : Read online Factor Investing written by , published by which was released on 2015. Download full Factor Investing Books now! Available in PDF, ePub and Kindle....

Country Asset Allocation

Country Asset Allocation
  • Author : Adam Zaremba,Jacob Shemer
  • Publisher : Springer
  • Release Date : 2016-10-26
  • Total pages : 262
  • ISBN : 0081019645
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Summary : This book demonstrates how quantitative country-level investment strategies can be successfully employed to manage money in international markets. It offers a range of state-of-the-art quantitative strategies, describing their theoretical bases, implementation details, and performance in over 70 countries between 1995 and 2015. International diversification has long been a key to stable investing. However, ...

Your Complete Guide to Factor Based Investing

Your Complete Guide to Factor Based Investing
  • Author : Andrew L. Berkin,Larry E. Swedroe
  • Publisher : Unknown
  • Release Date : 2016-10-07
  • Total pages : 360
  • ISBN : 0081019645
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Summary : 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 ...

Factor Investing and Asset Allocation A Business Cycle Perspective

Factor Investing and Asset Allocation  A Business Cycle Perspective
  • Author : Vasant Naik,Mukundan Devarajan,Andrew Nowobilski ,Sébastien Page, CFA,Niels Pedersen
  • Publisher : CFA Institute Research Foundation
  • Release Date : 2016-12-30
  • Total pages : 190
  • ISBN : 0081019645
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Summary : Read online Factor Investing and Asset Allocation A Business Cycle Perspective written by Vasant Naik,Mukundan Devarajan,Andrew Nowobilski ,Sébastien Page, CFA,Niels Pedersen, published by CFA Institute Research Foundation which was released on 2016-12-30. Download full Factor Investing and Asset Allocation A Business Cycle Perspective Books now! ...

Does Factor Investing Improve Risk adjusted Returns

Does Factor Investing Improve Risk adjusted Returns
  • Author : Áron Kovács
  • Publisher : Unknown
  • Release Date : 2018
  • Total pages : 79
  • ISBN : 0081019645
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Summary : Factor investing has been on continuous rise in the past two decades. However, there have been a lack of studies confirming factor-based strategies can improve risk-adjusted returns on the long run.The thesis investigates if the position of factor investing between the traditional active and passive investment management styles is ...

IPO Journal

IPO Journal
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 1998
  • Total pages : 212
  • ISBN : 0081019645
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Summary : Read online IPO Journal written by , published by which was released on 1998. Download full IPO Journal Books now! Available in PDF, ePub and Kindle....

Factor Investing

Factor Investing
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2016
  • Total pages : 30
  • ISBN : 0081019645
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Summary : Read online Factor Investing written by , published by which was released on 2016. Download full Factor Investing Books now! Available in PDF, ePub and Kindle....

Equity Management The Art and Science of Modern Quantitative Investing Second Edition

Equity Management  The Art and Science of Modern Quantitative Investing  Second Edition
  • Author : Bruce I. Jacobs,Kenneth N. Levy
  • Publisher : McGraw Hill Professional
  • Release Date : 2016-10-28
  • Total pages : 960
  • ISBN : 0081019645
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Summary : The classic guide to quantitative investing—expanded and updated for today’s increasingly complex markets From Bruce Jacobs and Ken Levy—two pioneers of quantitative equity management— the go-to guide to stock selection has been substantially updated to help you build portfolios in today’s transformed investing landscape. A powerful ...