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 …
This volume explores methodological advances in global asset allocation for professional investors. It includes a thorough examination of asset pricing models, international asset allocation and an empirical study of global asset allocation strategies. It also investigates wheth…
Annotation
"This book provides a complete taxonomy of modern methods for constructing investment portfolios. It goes beyond the simplest models and heuristics that are commonly used today and brings advances that are otherwise buried in Ph.D.-level mathematics to the financial advisor comm…
"This book provides a complete taxonomy of modern methods for constructing investment portfolios. It goes beyond the simplest models and heuristics that are commonly used today and brings advances that are otherwise buried in Ph.D.-level mathematics to the financial advisor comm…
Modern asset allocation for wealth management
"This book provides a complete taxonomy of modern methods for constructing investment portfolios. It goes beyond the simplest models and heuristics that are commonly used today and brings advances that are otherwise buried in Ph.D.-level mathematics to the financial advisor comm…