Risk Based and Factor Investing

Written By Emmanuel Jurczenko
Risk Based and Factor Investing
  • Publsiher : Elsevier
  • Release : 24 November 2015
  • ISBN : 0081008112
  • Pages : 486 pages
  • Rating : /5 from reviews
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Download or read book entitled Risk Based and Factor Investing by author: Emmanuel Jurczenko which was release on 24 November 2015 and published by Elsevier with total page 486 pages . This book available in PDF, EPUB and Kindle Format. 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 Date : 2015-11-24
  • Total pages : 486
  • ISBN : 0081008112
GET BOOK

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 ...

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 : 0081008112
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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 ...

Practical Guide to Risk Based Investing

Practical Guide to Risk Based Investing
  • Author : Emmanuel Jurczenko,Jérà ́me Teiletche
  • Publisher : Wiley-ISTE
  • Release Date : 2016-01-11
  • Total pages : 376
  • ISBN : 0081008112
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Summary : Read online Practical Guide to Risk Based Investing written by Emmanuel Jurczenko,Jérà ́me Teiletche, published by Wiley-ISTE which was released on 2016-01-11. Download full Practical Guide to Risk Based Investing Books now! Available in PDF, ePub and Kindle....

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 : 0081008112
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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 ...

Investment Theory and Risk Management

Investment Theory and Risk Management
  • Author : Steven Peterson
  • Publisher : John Wiley & Sons
  • Release Date : 2012-04-18
  • Total pages : 464
  • ISBN : 0081008112
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Summary : A unique perspective on applied investment theory and riskmanagement from the Senior Risk Officer of a major pension fund Investment Theory and Risk Management is a practicalguide to today's investment environment. The book's sophisticatedquantitative methods are examined by an author who uses thesemethods at the Virginia Retirement System and teaches ...

Proceedings of the Casualty Actuarial Society

Proceedings of the Casualty Actuarial Society
  • Author : Casualty Actuarial Society
  • Publisher : Unknown
  • Release Date : 1997
  • Total pages : 212
  • ISBN : 0081008112
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Summary : List of members for the years 1914-20 are included in v. 1-7, after which they are continued in the Year book of the society, begun in 1922....

Index Fund Management

Index Fund Management
  • Author : Fadi Zaher
  • Publisher : Springer Nature
  • Release Date : 2019-08-28
  • Total pages : 248
  • ISBN : 0081008112
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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 Supervision of Pension Funds

Risk based Supervision of Pension Funds
  • Author : Roberto Rezende Rocha,Greg Brunner,Richard P. Hinz
  • Publisher : World Bank Publications
  • Release Date : 2008
  • Total pages : 215
  • ISBN : 0081008112
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Summary : 'Risk-Based Supervision of Pension Funds' provides a review of the design and experience of risk-based pension fund supervision in countries that have been leaders in the development of these methods. The utilization of risk-based methods originates primarily in the supervision of banks. In recent years it has increasingly been extended ...

Investment Management

Investment Management
  • Author : Frank J. Fabozzi
  • Publisher : Unknown
  • Release Date : 1995
  • Total pages : 780
  • ISBN : 0081008112
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Summary : This text ties together theory and practice with an institutional perspective....

Asset Management

Asset Management
  • Author : Andrew Ang
  • Publisher : Oxford University Press (UK)
  • Release Date : 2014
  • Total pages : 704
  • ISBN : 0081008112
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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 ...

IPO Journal

IPO Journal
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 1998
  • Total pages : 212
  • ISBN : 0081008112
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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....

Risk Management in Investment Decisions Real Options Approach

Risk Management in Investment Decisions  Real Options Approach
  • Author : Asen Kolaksazov
  • Publisher : GRIN Verlag
  • Release Date : 2015-05-08
  • Total pages : 71
  • ISBN : 0081008112
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Summary : Master's Thesis from the year 2012 in the subject Business economics - Investment and Finance, grade: Merit, University of Portsmouth (Business School), course: Masterarbeit - Risk Management, language: English, abstract: Numerous managers associate uncertainty with a bad outcome which should be averted. This thesis’ aim is to provide the opposite view. ...

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 : 0081008112
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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 ...

Country Asset Allocation

Country Asset Allocation
  • Author : Adam Zaremba,Jacob Shemer
  • Publisher : Springer
  • Release Date : 2016-10-26
  • Total pages : 262
  • ISBN : 0081008112
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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, ...

Dictionary of Financial Risk Management

Dictionary of Financial Risk Management
  • Author : Gary L. Gastineau,Mark P. Kritzman
  • Publisher : Irwin Professional Publishing
  • Release Date : 1996
  • Total pages : 307
  • ISBN : 0081008112
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Summary : The revolution in derivatives & risk management has created a new financial vocabulary. This remarkable reference gives readers the keys to understanding & using the language of financial risk. Risk management terminology comes from many markets, including cash, forwards/futures, swaps, options & many disciplines such as economics, tax & financial accounting, probability & statistics, & ...