What are the Risk Factors Relevant to Investors?
Title | What are the Risk Factors Relevant to Investors? PDF eBook |
Author | Elias Cavalcante Filho |
Publisher | |
Pages | |
Release | 2019 |
Genre | |
ISBN |
Risk-Based and Factor Investing
Title | Risk-Based and Factor Investing PDF eBook |
Author | Emmanuel Jurczenko |
Publisher | Elsevier |
Pages | 488 |
Release | 2015-11-24 |
Genre | Business & Economics |
ISBN | 0081008112 |
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. Contains up-to-date research from the areas of RBFI Features contributions from leading academics and practitioners in this field Features discussions of new methods of building strategic and tactical risk-based portfolios for practitioners, academics and students
Factor Investing
Title | Factor Investing PDF eBook |
Author | Emmanuel Jurczenko |
Publisher | Elsevier |
Pages | 482 |
Release | 2017-10-17 |
Genre | Business & Economics |
ISBN | 0081019645 |
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
Risk Profiling and Tolerance: Insights for the Private Wealth Manager
Title | Risk Profiling and Tolerance: Insights for the Private Wealth Manager PDF eBook |
Author | Joachim Klement |
Publisher | CFA Institute Research Foundation |
Pages | 150 |
Release | 2018-05-01 |
Genre | Business & Economics |
ISBN | 1944960473 |
If risk aversion and willingness to take on risk are driven by emotions and we as humans are bad at correctly identifying them, the finance profession has a serious challenge at hand—how to reliably identify the individual risk profile of a retail investor or high-net-worth individual. In this series of CFA Institute Research Foundation briefs, we have asked academics and practitioners to summarize the current state of knowledge about risk profiling in different key areas.
Interest Rate Risk in the Banking Book
Title | Interest Rate Risk in the Banking Book PDF eBook |
Author | PAUL. NEWSON |
Publisher | |
Pages | 255 |
Release | 2017 |
Genre | Banks and banking |
ISBN | 9781782723257 |
Investment Risk Management
Title | Investment Risk Management PDF eBook |
Author | Harold Kent Baker |
Publisher | Oxford University Press, USA |
Pages | 709 |
Release | 2015 |
Genre | Business & Economics |
ISBN | 0199331960 |
Investment Risk Management provides an overview of developments in risk management and a synthesis of research on the subject. The chapters examine ways to alter exposures through measuring and managing risk exposures and provide an understanding of the latest strategies and trends within risk management.
Factor Investing and Asset Allocation: A Business Cycle Perspective
Title | Factor Investing and Asset Allocation: A Business Cycle Perspective PDF eBook |
Author | Vasant Naik |
Publisher | CFA Institute Research Foundation |
Pages | 192 |
Release | 2016-12-30 |
Genre | Business & Economics |
ISBN | 1944960155 |