Factor Investing

Written By Emmanuel Jurczenko
Factor Investing
  • Publsiher : Elsevier
  • Release : 17 October 2017
  • ISBN : 0081019645
  • Pages : 480 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled Factor Investing written by Emmanuel Jurczenko which was release on 17 October 2017, this book published by Elsevier. Available in PDF, EPUB and Kindle Format. Book excerpt: 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. A practical scope An extensive coverage and up-to-date researcch contributions Covers the topic of factor investing strategies which are increasingly popular amongst practitioners

Factor Investing

Factor Investing
  • Author : Emmanuel Jurczenko
  • Publisher : Elsevier
  • Release Date : 2017-10-17
  • Total pages : 480
  • ISBN : 0081019645
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Summary : 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 ...

Equity Smart Beta and Factor Investing for Practitioners

Equity Smart Beta and Factor Investing for Practitioners
  • Author : Khalid Ghayur,Ronan G. Heaney,Stephen C. Platt
  • Publisher : John Wiley & Sons
  • Release Date : 2019-06-12
  • Total pages : 496
  • ISBN : 0081019645
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Summary : A guide to the popular and fast growing investment opportunities of smart beta Equity Smart Beta and Factor Investing for Practitioners offers a hands-on guide to the popular investment opportunities of smart beta, which is one of the fastest growing areas within the global equity asset class. This well-balanced book ...

Factor Investing and Asset Allocation A Business Cycle Perspective

Factor Investing and Asset Allocation  A Business Cycle Perspective
  • Author : Vasant Naik,Mukundan Devarajan,Andrew Nowobilski ,Sébastien Page, CFA,Niels Pedersen
  • Publisher : CFA Institute Research Foundation
  • Release Date : 2016-12-30
  • Total pages : 190
  • ISBN : 0081019645
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Summary : Download or read online Factor Investing and Asset Allocation A Business Cycle Perspective written by Vasant Naik,Mukundan Devarajan,Andrew Nowobilski ,Sébastien Page, CFA,Niels Pedersen, published by CFA Institute Research Foundation which was released on 2016-12-30. Get Factor Investing and Asset Allocation A Business Cycle Perspective Books ...

Machine Learning for Factor Investing R Version

Machine Learning for Factor Investing  R Version
  • Author : Guillaume Coqueret,Tony Guida
  • Publisher : CRC Press
  • Release Date : 2020-09-01
  • Total pages : 319
  • ISBN : 0081019645
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Summary : Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. The technicality of the subject can make it hard for non-specialists to join the bandwagon, as the ...

Equity Markets Valuation and Analysis

Equity Markets  Valuation  and Analysis
  • Author : H. Kent Baker,Greg Filbeck,Halil Kiymaz
  • Publisher : John Wiley & Sons
  • Release Date : 2020-09-01
  • Total pages : 448
  • ISBN : 0081019645
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Summary : Sharpen your understanding of the financial markets with this incisive volume Equity Markets, Valuation, and Analysis brings together many of the leading practitioner and academic voices in finance to produce a comprehensive and empirical examination of equity markets. Masterfully written and edited by experts in the field, Equity Markets, Valuation, ...

Alternative Investments

Alternative Investments
  • Author : CAIA Association,Donald R. Chambers,Hossein B. Kazemi,Keith H. Black
  • Publisher : John Wiley & Sons
  • Release Date : 2020-09-14
  • Total pages : 960
  • ISBN : 0081019645
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Summary : Whether you are a seasoned professional looking to explore new areas within the alternative investment arena or a new industry participant seeking to establish a solid understanding of alternative investments, Alternative Investments: An Allocator's Approach, Fourth Edition (CAIA Level II curriculum official text) is the best way to achieve these ...

Investment Policies as a Factor in the Chicago Bank Suspensions 1929 33

Investment Policies as a Factor in the Chicago Bank Suspensions  1929 33
  • Author : William Charles Cleveland
  • Publisher : Unknown
  • Release Date : 1940
  • Total pages : 62
  • ISBN : 0081019645
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Summary : Download or read online Investment Policies as a Factor in the Chicago Bank Suspensions 1929 33 written by William Charles Cleveland, published by which was released on 1940. Get Investment Policies as a Factor in the Chicago Bank Suspensions 1929 33 Books now! Available in PDF, ePub and Kindle....

Your Complete Guide to Factor Based Investing

Your Complete Guide to Factor Based Investing
  • Author : Andrew L. Berkin,Larry E. Swedroe
  • Publisher : Unknown
  • Release Date : 2016-10-07
  • Total pages : 360
  • ISBN : 0081019645
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Summary : There are hundreds of exhibits in the investment "factor zoo." Which ones are actually worth your time, and your money? Andrew L. Berkin and Larry E. Swedroe, co-authors of The Incredible Shrinking Alpha, bring you a thorough yet still jargon-free and accessible guide to applying one of today's most valuable ...

The Man Who Solved the Market

The Man Who Solved the Market
  • Author : Gregory Zuckerman
  • Publisher : Penguin UK
  • Release Date : 2019-11-05
  • Total pages : 384
  • ISBN : 0081019645
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Summary : NEW YORK TIMES AND SUNDAY TIMES BUSINESS BESTSELLER THE GRIPPING STORY OF HOW A WORLD-CLASS MATHEMATICIAN AND FORMER CODE BREAKER MASTERED THE MARKET When Jim Simons hired physicists, mathematicians and computer scientists to form a hedge fund, experts scoffed. These people would become some of the richest in the world, ...

Asset Management

Asset Management
  • Author : Andrew Ang
  • Publisher : Oxford University Press (UK)
  • Release Date : 2014
  • Total pages : 704
  • ISBN : 0081019645
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Summary : Stocks and bonds? Real estate? Hedge funds? Private equity? If you think those are the things to focus on in building an investment portfolio, Andrew Ang has accumulated a body of research that will prove otherwise. In his new book Asset Management: A Systematic Approach to Factor Investing, Ang upends ...

ETF Investment Strategies Best Practices from Leading Experts on Constructing a Winning ETF Portfolio

ETF Investment Strategies  Best Practices from Leading Experts on Constructing a Winning ETF Portfolio
  • Author : Aniket Ullal
  • Publisher : McGraw Hill Professional
  • Release Date : 2013-08-23
  • Total pages : 256
  • ISBN : 0081019645
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Summary : Top ETF investors reveal how to best leverage today’s hottest investment vehicle for both long- and short-term profits Aniket Ullal reveals the secrets of profiting from Exchange-Traded Funds. In the tradition of Market Wizards, Ullal interviews top ETF investors to find out their ETF investing strategies and how they ...

Successful Real Estate Investing for the Single Person

Successful Real Estate Investing for the Single Person
  • Author : Jack Cummings
  • Publisher : Unknown
  • Release Date : 1980
  • Total pages : 364
  • ISBN : 0081019645
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Summary : Download or read online Successful Real Estate Investing for the Single Person written by Jack Cummings, published by which was released on 1980. Get Successful Real Estate Investing for the Single Person Books now! Available in PDF, ePub and Kindle....

Equity Management The Art and Science of Modern Quantitative Investing Second Edition

Equity Management  The Art and Science of Modern Quantitative Investing  Second Edition
  • Author : Bruce I. Jacobs,Kenneth N. Levy
  • Publisher : McGraw Hill Professional
  • Release Date : 2016-10-28
  • Total pages : 960
  • ISBN : 0081019645
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Summary : The classic guide to quantitative investing—expanded and updated for today’s increasingly complex markets From Bruce Jacobs and Ken Levy—two pioneers of quantitative equity management— the go-to guide to stock selection has been substantially updated to help you build portfolios in today’s transformed investing landscape. A powerful ...

Risk Based and Factor Investing

Risk Based and Factor Investing
  • Author : Emmanuel Jurczenko
  • Publisher : Elsevier
  • Release Date : 2015-11-24
  • Total pages : 486
  • ISBN : 0081019645
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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 ...

Investing in Utilities

Investing in Utilities
  • Author : Daniel D. Singer
  • Publisher : Probus Professional Pub
  • Release Date : 1990
  • Total pages : 412
  • ISBN : 0081019645
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Summary : A thoroughly comprehensive guidebook. Focusing on the electric, telecommunications, natural gas, and water industries. Teaches everything needed to properly understand and evaluate the stocks of companies in these industries....