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Factor Investing: A Welfare- Improving New Investment Paradigm or Yet Another Marketing Fad?

EDHEC Publication

MARTELLINI Lionel ; MILHAU Vincent

GROUPE EDHEC;EDHEC-RISK INSTITUTE

2015

222

131.56-MARTE

FINANCIAL RISK ; STOCHASTIC PROCESS ; INVESTMENT


Number of copies : 2
No. Call n° Bar code Commentary
1 [available]
2 [available]

Url : http://professoral.edhec.com/recherche/publications-edhec/2015/factor-investing-a-welfare-improving-new-investment-paradigm-or-yet-another-marketing-fad--217011.kjsp?RH=ZYZYZYZYZYZYZYZYZYZYZY

Contents :
1. Introduction
2. Risk Premia and the Stochastic Discount Factor in Asset Pricing Theory
3. Theoretical Analysis of Factor Investing
4. Survey of Empirical Literature
5. Empirical Analysis of Factor Investing

Conclusion

Appendices
References

Language : English

Series : PUBLICATION EDHEC

Material : Electronic ; Paper

Owner : GROUPE EDHEC