Factor Investing: From Traditional to Alternative Risk Premia (Quantitative Finance) - Hardcover

Buch 20 von 20: Quantitative Finance
 
9781785482014: Factor Investing: From Traditional to Alternative Risk Premia (Quantitative Finance)
Hardcover
ISBN 10: 1785482017 ISBN 13: 9781785482014
Verlag: ISTE Press - Elsevier, 2017

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

Emmanuel Jurczenko is Associate Dean and Professor of Finance at Ecole Hôtelière de Lausanne, Switzerland. His research focuses on portfolio and risk management with a particular interest in risk budgeting, factor investing, and public and private equity real estate investments. Prior to joining Ecole hôtelière de Lausanne, he worked for ABN-AMRO between 2000 and 2006 as head of quantitative analysts, where he was in charge of quantitative fund selection. Mr. Jurczenko has written numerous articles which have been published in academic and practitioner journals. He holds a Ph.D. in Economics from the University of Paris 1 Panthéon Sorbonne in France.

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Verlag
ISTE Press - Elsevier
Erscheinungsdatum
2017
Sprache
Englisch
ISBN 10 
1785482017
ISBN 13 
9781785482014
Einband
Gebundene Ausgabe
Anzahl der Seiten
480
Herausgeber
Jurczenko Emmanuel
Kontakt zum Hersteller
Elsevier Science & Technology
tradeorders@elsevier.com

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