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Книга Factor Investing Emmanuel Jurczenko

Factor Investing

Автор: Emmanuel Jurczenko
Език: Английски език
Корици: С твърди корици
Издател: ISTE Press Ltd - Elsevier Inc
Наличност: Налично при издателя, по поръчка
Изпращаме след 28-34 дни
216.23 € 422.90 лв
This new edited volume consists of a collection of original articles written by leading industry exp...

Информация за книгата

Автор
Emmanuel Jurczenko
Език
Английски език
Корици
Книга - С твърди корици
Издадена
2017
страници
480
EAN
9781785482014
ISBN
1785482017
Enbook ID
16796091
Издател
ISTE Press Ltd - Elsevier Inc
Теглоt
890
Размери
158 x 236 x 32

Пълно описание

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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