TY  - BOOK
AU  - Jurczenko, Emmanuel,
TI  - Risk-based and factor investing
T2  - Mathematics and statistics series (ISTE)
SN  - 9781785480089
U1  - 332.6 RI SK 
PY  - 2015///
CY  - Amsterdam
PB  - Elsevier
KW  - Investments
KW  - Business enterprises
KW  - Finance
KW  - BUSINESS & ECONOMICS
N1  - Includes index
N2  - 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
UR  - https://uowd.box.com/s/5gjkje3xpj9pb0o1rcb3xi5ct5s2vteq
ER  -