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    Factor Investing: From Traditional to Alternative Risk Premia
    Unavailable
    Factor Investing: From Traditional to Alternative Risk Premia
    Unavailable
    Factor Investing: From Traditional to Alternative Risk Premia
    Ebook798 pages8 hours

    Factor Investing: From Traditional to Alternative Risk Premia

    By Emmanuel Jurczenko

    ()

    Currently unavailable

    Currently unavailable

    About this ebook

    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
    LanguageEnglish
    PublisherElsevier Science
    Release dateOct 17, 2017
    ISBN9780081019641
    Unavailable
    Factor Investing: From Traditional to Alternative Risk Premia

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