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Carte Factor Investing Emmanuel Jurczenko

Factor Investing

Autor: Emmanuel Jurczenko
Limbă: engleză
Legare: Copertă tare
Editura: ISTE Press Ltd - Elsevier Inc
Disponibilitate: La editor doar la comandă
Expediem în 28-34 zile
1 053.99 lei
This new edited volume consists of a collection of original articles written by leading industry exp...

Informații despre carte

Autor
Emmanuel Jurczenko
Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2017
Pagini
480
EAN
9781785482014
ISBN
1785482017
Enbook ID
16796091
Editura
ISTE Press Ltd - Elsevier Inc
Greutate
890
Dimensiuni
158 x 236 x 32

Descriere completă

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 scopeAn extensive coverage and up-to-date researcch contributionsCovers the topic of factor investing strategies which are increasingly popular amongst practitioners

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