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Factor Investing - From Traditional to Alternative Risk Premia (Hardcover) Loot Price: R4,318
Discovery Miles 43 180
Repayment Terms: R405 pm x 12*
You Save: R333 (7%)
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Factor Investing - From Traditional to Alternative Risk Premia (Hardcover): Emmanuel Jurczenko

Factor Investing - From Traditional to Alternative Risk Premia (Hardcover)

Emmanuel Jurczenko

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List price R4,651 Loot Price R4,318 Discovery Miles 43 180 | Repayment Terms: R405 pm x 12* You Save R333 (7%)

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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 chapter deals with new methods for constructing and harvesting traditional and alternative risk premia, building strategic and tactical multifactor portfolios, and assessing related systematic investment performances. This volume will be of help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge and understanding of systematic risk factor investing.

General

Imprint: ISTE Press Ltd - Elsevier Inc
Country of origin: United Kingdom
Release date: October 2017
First published: 2018
Editors: Emmanuel Jurczenko
Dimensions: 229 x 152 x 32mm (L x W x T)
Format: Hardcover
Pages: 480
ISBN-13: 978-1-78548-201-4
Categories: Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
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LSN: 1-78548-201-7
Barcode: 9781785482014

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