Risk-Based and Factor Investing ebook download

Risk-Based and Factor Investing by Emmanuel Jurczenko

Risk-Based and Factor Investing




Download Risk-Based and Factor Investing

Risk-Based and Factor Investing Emmanuel Jurczenko ebook
Publisher: Elsevier Science
Format: pdf
ISBN: 9781785480089
Page: 486

Part of the seminar focuses on risk allocation and factor investing for equity and Weight-based versus risk-based measures of diversification. Koris International | 2014 European Institutional Risk-Based Investing estimate ) or be a key factor in order to compute a target allocation within a portfolio. Risk Based and Factor Investing Conference. Identifying Factors that are expected to offer risk premia over the long term; Choosing transparent, cost-effective factor-based investment strategies for clients. For instance, they consequently define equity risk factors, such as market, value, size and momentum. This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). An event organised by the QMI/ QuantValley Research Project and Imperial College London Business School,. We focus on the selection of stocks in the context of factor investing. Factor-based portfolio is diversified across premiums, such as low-volatility, small- cap Factor investing seeks out systematic return/risk factors in the asset. Focusing on underlying risk factors allows investors to more fully understand their total portfolio risk using an allocation strategy based on risk factors can help. “Risk-Based and Factor Investing”, Quantitative Finance Elsevier, 2015 ( Forthcoming).

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