Factor 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 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

Produk Detail:

  • Author : Emmanuel Jurczenko
  • Publisher : Elsevier
  • Pages : 480 pages
  • ISBN : 0081019645
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKFactor Investing

Your Complete Guide to Factor-Based Investing

Your Complete Guide to Factor-Based Investing
  • Author : Andrew L. Berkin,Larry E. Swedroe
  • Publisher : Unknown Publisher
  • 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

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

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

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

Machine Learning for Factor Investing: R Version

Machine Learning for Factor Investing: R Version
  • Author : Guillaume Coqueret,Tony Guida
  • Publisher : CRC Press
  • Release : 31 August 2020
GET THIS BOOKMachine Learning for Factor Investing: R Version

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 jargon and coding requirements may seem out of reach. Machine Learning for Factor Investing: R Version bridges this gap. It provides a comprehensive tour of modern ML-based investment strategies that

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

Asset Management

Asset Management
  • Author : Andrew Ang
  • Publisher : Oxford University Press (UK)
  • Release : 02 March 2021
GET THIS BOOKAsset Management

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 the conventional wisdom about asset allocation by showing that what matters aren't asset class labels but the bundles of overlapping risks they represent. Making investments is like eating a healthy

Index Fund Management

Index Fund Management
  • Author : Fadi Zaher
  • Publisher : Palgrave Macmillan
  • Release : 20 September 2019
GET THIS BOOKIndex Fund Management

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 investing solutions have been bestsellers. But factor investing success is not a foregone conclusion, and there are plenty of quirks and misprints in the literature. Do investors need a novel

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

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

Machine Learning for Factor Investing: R Version

Machine Learning for Factor Investing: R Version
  • Author : Guillaume Coqueret,Tony Guida
  • Publisher : CRC Press
  • Release : 31 August 2020
GET THIS BOOKMachine Learning for Factor Investing: R Version

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 jargon and coding requirements may seem out of reach. Machine Learning for Factor Investing: R Version bridges this gap. It provides a comprehensive tour of modern ML-based investment strategies that

Does Factor Investing Improve Risk-adjusted Returns?

Does Factor Investing Improve Risk-adjusted Returns?
  • Author : Áron Kovács
  • Publisher : Unknown Publisher
  • Release : 02 March 2021
GET THIS BOOKDoes Factor Investing Improve Risk-adjusted Returns?

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 justified by asking the research questions: Do factor investing strategies improve risk-adjusted returns? To answer the question the performance of six MSCI USA factor indices are compared to the MSCI

Quantitative Value, + Web Site

Quantitative Value, + Web Site
  • Author : Wesley R. Gray,Tobias E. Carlisle
  • Publisher : John Wiley & Sons
  • Release : 26 December 2012
GET THIS BOOKQuantitative Value, + Web Site

Legendary investment gurus Warren Buffett and Ed Thorp represent different ends of the investing spectrum: one a value investor, the other a quant. While Buffett and Thorp have conflicting philosophical approaches, they agree that the market is beatable. In Quantitative Value, Wesley Gray and Tobias Carlisle take the best aspects from the disciplines of value investing and quantitative investing and apply them to a completely unique and winning approach to stock selection. As the authors explain, the quantitative value strategy