Risk Based and Factor Investing

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  • Publisher : Elsevier
  • Release : 24 November 2015
  • ISBN : 9780081008119
  • Page : 486 pages
  • Rating : 4.5/5 from 103 voters

Risk Based and Factor Investing Book PDF 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

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Risk-Based and Factor Investing

Risk-Based and Factor Investing
  • Author : Emmanuel Jurczenko
  • Publisher : Elsevier
  • Release Date : 2015-11-24
  • ISBN : 9780081008119
DOWNLOAD 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

Factor Investing

Factor Investing
  • Author : Emmanuel Jurczenko
  • Publisher : Elsevier
  • Release Date : 2017-10-17
  • ISBN : 9780081019641
DOWNLOAD 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

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
  • ISBN : 0692783652
DOWNLOAD 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 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
  • ISBN : 9781944960155
DOWNLOAD BOOKFactor Investing and Asset Allocation: A Business Cycle Perspective

Asset Management

Asset Management
  • Author : Andrew Ang
  • Publisher : Oxford University Press
  • Release Date : 2014-07-07
  • ISBN : 9780199959334
DOWNLOAD 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

A Practitioner's Guide to Factor Models

A Practitioner's Guide to Factor Models
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 1994-01-01
  • ISBN : 0943205247
DOWNLOAD BOOKA Practitioner's Guide to Factor Models

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
  • ISBN : 1848217196
DOWNLOAD BOOKPractical Guide to Risk-Based Investing

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
  • ISBN : 9781119583226
DOWNLOAD 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

Expected Returns

Expected Returns
  • Author : Antti Ilmanen
  • Publisher : John Wiley & Sons
  • Release Date : 2011-04-20
  • ISBN : 1119990777
DOWNLOAD 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,

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
  • ISBN : 9781000176766
DOWNLOAD 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

Portfolio Structuring and the Value of Forecasting

Portfolio Structuring and the Value of Forecasting
  • Author : Jacques Lussier,Andrew Ang,Mark Carhart,Craig Bodenstab,Philip E. Tetlock,Warren Hatch,David Rapach
  • Publisher : CFA Institute Research Foundation
  • Release Date : 2016-10-10
  • ISBN : 9781944960094
DOWNLOAD BOOKPortfolio Structuring and the Value of Forecasting

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 Date : 2018-05-10
  • ISBN : 9781944960452
DOWNLOAD 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.

Introduction to Risk Parity and Budgeting

Introduction to Risk Parity and Budgeting
  • Author : Thierry Roncalli
  • Publisher : CRC Press
  • Release Date : 2016-04-19
  • ISBN : 9781482207163
DOWNLOAD 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

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
  • ISBN : 9781119583455
DOWNLOAD 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

Index Fund Management

Index Fund Management
  • Author : Fadi Zaher
  • Publisher : Springer Nature
  • Release Date : 2019-08-28
  • ISBN : 9783030194000
DOWNLOAD 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