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Factor Investing

From Traditional to Alternative Risk Premia

Emmanuel Jurczenko

Iste Press - Elsevier
Publication date : 2017-10-17

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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

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About the book

Author

Emmanuel Jurczenko

Imprint

Iste Press - Elsevier

Collection

n.c

Publication date

2017-10-17

Pages

480 pages

Print ISBN

9781785482014

Language

English

Ebook informations

EAN PDF

9780081019641

Price

£179.35

Copy count 48

Print count 48

File size 22047 Ko

Informations accessibility

EAN EPUB DRM-FREE

9780081019641

Price

£179.35

Informations accessibility

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About author(s)

Emmanuel Jurczenko

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