Risk-based and factor investing (Record no. 29849)
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| ISBN | |
|---|---|
| International Standard Book Number | 9781785480089 |
| DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Call number | 332.6 RI SK |
| TITLE STATEMENT | |
| Title | Risk-based and factor investing |
| Statement of responsibility, etc. | edited by Emmanuel Jurczenko |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Amsterdam : |
| Publisher | Elsevier, |
| Date | c2015. |
| PHYSICAL DESCRIPTION | |
| Extent | xiv, 468 p. : |
| Other Details | ill. ; |
| Size | 25 cm. |
| SERIES STATEMENT | |
| Series statement | Mathematics and statistics series (ISTE) |
| GENERAL NOTE | |
| General note | Includes index. |
| SUMMARY | |
| Summary | This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). The articles are intended to introduce readers to some of the latest, cutting edge research encountered by academics and professionals dealing with RBFI solutions. Together the authors detail both alternative non-return based portfolio construction techniques and investing style risk premia strategies. Each chapter deals with new methods of building strategic and tactical risk-based portfolios, constructing and combining systematic factor strategies and assessing the related rules-based investment performances. This book can assist portfolio managers, asset owners, consultants, academics and students who wish to further their understanding of the science and art of risk-based and factor investing. |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | Investments |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | Business enterprises |
| General | Finance |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | BUSINESS & ECONOMICS |
| General | Finance |
| ADDED ENTRY | |
| Personal name | Jurczenko, Emmanuel, |
| Role | Edited by |
| ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://uowd.box.com/s/5gjkje3xpj9pb0o1rcb3xi5ct5s2vteq">https://uowd.box.com/s/5gjkje3xpj9pb0o1rcb3xi5ct5s2vteq</a> |
| Public note | Location Map |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| -- | 348 |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| -- | 1077 |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| -- | 6426 |
| ADDED ENTRY | |
| -- | 48907 |
| Date last seen | Full call number | Barcode | Cost, replacement price | Price effective from | Koha item type | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Withdrawn status | Permanent location | Current location | Shelving location | Date acquired | Source of acquisition |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 26/01/2017 | 332.6 RI SK | T0037128 | 300.00 | 26/01/2017 | REGULAR | Dewey Decimal Classification | University of Wollongong in Dubai | University of Wollongong in Dubai | Main Collection | 04/09/2016 | Friendship bookshop |