FACTOR INVESTING

by Jurczenko, Emmanuel

Type Book

Rate 0.0 /5

Annotation

Details

Files

Reviews

Download

Title Statements

Full title :FACTOR INVESTING.

Summary

Annotation

Edition Statements

Publication Date:2017.

Publication Statements

Publisher(s):Elsevier
Place of Publication:Place of publication not identified
Language:eng
Publication Date:2017.

The Physical Object

Description:1 online resource

Edition Identifiers

ISBN:9780081019641, 0081019645, 1785482017, 9781785482014
oclc:on1038517409
LC Classification:HG4521
Dewey Decimal:332.6

""Front Cover""; ""Factor Investing: From Traditional to Alternative Risk Premia ""; ""Copyright ""; ""Contents""; ""Foreword""; ""Acknowledgements""; ""Introduction""; ""Bibliography""; ""1. The Price of Factors and the Implications for Active Investing""; ""1.1. Introduction""; ""1.2. Smart beta: the Uber of asset management""; ""1.3. Allocating to smart beta: an unambiguously active decision""; ""1.4. Adoption of smart beta""; ""1.5. Organizational issues for smart beta""; ""1.6. Toward idiosyncratic returns""; ""1.7. The role of benchmarks: has the benchmark triumphed, or is it dead?""

""1.8. Idiosyncratic returns: the emergence of a multivariate benchmark whether one likes it or not""""1.9. Opportunities for asset managers and asset owners""; ""1.10. Bibliography""; ""2. Factor Investing: The Rocky Roadfrom Long-Only to Long-Short""; ""2.1. Introduction""; ""2.2. Short-selling and factor investing""; ""2.3. Data and methods""; ""2.4. Empirical results""; ""2.5. Conclusion""; ""2.6. Bibliography""; ""3. Peering under the Hood of Rules-Based Portfolio Construction: The Impact of Security Selection and Weighting Decisions""; ""3.1. Introduction""

""3.2. A framework for rules-b…