Commentaire :

ISBN 13 : 978-1785482014

Sommaire :
Contributors : Andrew Ang, Inigo Fraser-Jenkins, Marie Brière, Ariane Szafarz, Jennifer Bender, Xiaole Sun, Taie Wang, Raul Leote de Carvalho, Xiao Lu, François Soupé, Patrick Dugnolle, Robert J. Bianchi, Michael E. Drew, Scott N. Pappas, Yin Luo, Daniel Giamouridis, Michael Neumann, Michael Steliaros, Jason Hsu, Vitali Kalesnik, Engin Kose, Demir Bektic, Ulrich Neugebauer, Michael Wegener, Josef-Stefan Wenzler, Thierry Roncalli, Bob Bass, David Greenberg, Michael Kishinevsky, Olivier Blin, Florian Ielpo, Joan Lee, Jérôme Teiletche, Nick Baltas, Harindra Desilva, Gregory M. McMurran, Megan N. Miller, Dimitris Melas, Zoltan Nagy, Padmakar Kulkarni, Nabil Bouamara, Kris Boudt, Benedict Peeters, James Thewissen

Introduction

1. The Price of Factors and the Implications for Active Investing
2. Factor Investing: The Rocky Road from Long-Only to Long-Short
3. Peering under the Hood of Rules-Based Portfolio Construction: The Impact of Security Selection and Weighting Decisions
4. Diversify and Purify Factor Premiums in Equity Markets
5. The Predictability of Risk-Factor Returns
6. Style Factor Timing
7. Go with the Flow or Hide from the Tide? Trading Flow as a Signal in Style Investing
8. Investment and Profitability: A Quality Factor that Actually Works
9. Common Equity Factors in Corporate Bond Markets
10. Alternative Risk Premia: What Do We Know?
11. Strategic Portfolio Allocation With Factors
12. A Macro Risk-Based Approach to Alternative Risk Premia Allocation
13. Optimizing Cross-Asset Carry
14. Diversification and the Volatility Risk Premium
15. Factor Investing and ESG Integration
16. The Alpha and Beta of Equity Hedge UCITS Funds: Implications for Momentum Investing

Nbre volumes : 0

Langue : Anglais

Collection : QUANTITATIVE FINANCE SET

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque