| 000 | 01569nam a2200217 a 4500 | ||
|---|---|---|---|
| 999 |
_c29849 _d29849 |
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| 020 | _a9781785480089 | ||
| 082 | _a332.6 RI SK | ||
| 245 | 1 | 0 |
_aRisk-based and factor investing _cedited by Emmanuel Jurczenko |
| 260 |
_aAmsterdam : _bElsevier, _cc2015. |
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| 300 |
_axiv, 468 p. : _bill. ; _c25 cm. |
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| 490 | 1 | _aMathematics and statistics series (ISTE) | |
| 500 | _aIncludes index. | ||
| 520 | _aThis 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. | ||
| 650 | 7 |
_aInvestments _9348 |
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| 650 | 7 |
_aBusiness enterprises _xFinance _91077 |
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| 650 | 7 |
_aBUSINESS & ECONOMICS _xFinance _96426 |
|
| 700 |
_aJurczenko, Emmanuel, _eEdited by _948907 |
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| 856 |
_uhttps://uowd.box.com/s/5gjkje3xpj9pb0o1rcb3xi5ct5s2vteq _zLocation Map |
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