Commentaire :

ISBN 13 : 978-1785480089

Sommaire : Contributeurs : W.G. Hallerbach, J.C. Richard, Thierry Roncalli, Nick Baltas, Harald Lohre, Heiko Opfer, Gabor Orszag, Serge Darolles, Christian Gouriéroux, Emmanuelle Jay, Jérôme Teiletche, Bernd Scherer, Kris Boudt, Joakim Darras, Giang Ha Nguyen, Benedict Peeters, Vladyslav Dubikovskyy, Gabriele Susinno, Attilio Meucci, R.L. De Carvalho, Majdouline Zakaria, Siao Lu, Pierre Moulin, J.C. Hsu, Vivek Viswanathan, Cherry Muijsson, Ed Fishwick, Steve Satchell, L.R. Goldberg, Ran Leshem, Michael Branch, Jennifer Bender, Remy Briand, Dimitris Melas, R.A. Subramanian, Madhu Subramanian, Yves Choueifaty, Christophe Roehri, Noel Amenc, Romain Deguest, Félix Goltz, Ashish Lodh, Lionel Martellini, Erix Shirbini, Yin Luo, Spyros Mesomeris, Taie Wang, D.H. Bailey, Stephanie Ger, Macos Lopez de Prado, Alexander Sim

Preface

1: Advances in Portfolio Risk Control
2: Smart Beta: Managing Diversification of Minimum Variance Portfolios
3: Trend-Following, Risk-Parity and the Influence of Correlations
4: Diversifying Risk Parity: In Today, Out Tomorrow?
5: Robust Portfolio Allocation with Systematic Risk Contribution Restrictions
6: Risk-Based Investing but What Risk(s)?
7: Target Volatility
8: Smart Beta Equity Investing Through Calm and Storm
9: Solving the Rebalancing Premium Puzzle
10: Smart Betas: Theory and Construction
11: Low-Risk Anomaly Everywhere: Evidence from Equity Sectors
12: The Low Volatility Anomaly and the Preference for Gambling
13: The Low Beta Anomaly and Interest Rates
14: Factoring Profitability
15: Deploying Multi-Factor Index Allocations in Institutional Portfolios
16: Defining the Equity Premium, a Framework
17: Designing Multi-Factor Equity Portfolios
18: Factor Investing and Portfolio Construction Techniques
19: Multi-Factor Portfolio Construction for Passively Managed Factor Portfolios
20: Statistical Overfitting and Backtest Performance

List of Authors
Index

Nbre volumes : 0

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque