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Risk-Based and Factor Investing

Risk-Based and Factor Investing - Hardcover

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Availability:In StockContributor:Emmanuel JurczenkoPublish date:11/18/2015Pages:486
Languages:EnglishPublisher:Iste Press - ElsevierISBN-13:9781785480089ISBN-10:1785480081UPC:9781785480089Book Category:Mathematics, Business & EconomicsBook Subcategory:Applied, Personal Finance, Investments & SecuritiesBook Topic:Money ManagementSize:9.00 x 6.00 x 1.25 inchesWeight:0.885Product ID:SCZM8V3S3Z

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.

Languages:EnglishPublisher:Iste Press - ElsevierISBN-13:9781785480089ISBN-10:1785480081UPC:9781785480089Book Category:Mathematics, Business & EconomicsBook Subcategory:Applied, Personal Finance, Investments & SecuritiesBook Topic:Money ManagementSize:9.00 x 6.00 x 1.25 inchesWeight:0.885Product ID:SCZM8V3S3Z
Jurczenko, Emmanuel: - Emmanuel Jurczenko is Associate Dean and Professor of Finance at Ecole Hôtelière de Lausanne, Switzerland. His research focuses on portfolio and risk management with a particular interest in risk budgeting, factor investing, and public and private equity real estate investments. Prior to joining Ecole hôtelière de Lausanne, he worked for ABN-AMRO between 2000 and 2006 as head of quantitative analysts, where he was in charge of quantitative fund selection. Mr. Jurczenko has written numerous articles which have been published in academic and practitioner journals. He holds a Ph.D. in Economics from the University of Paris 1 Panthéon Sorbonne in France.
Publisher: Iste Press - Elsevier

Contributor(s)

Emmanuel Jurczenko

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