English
Smart Beta and Beyond: Maximising the Benefits of Factor Investing.
Publication EDHEC
Nbre d'exemplaires : 2
| N° | Cote | Code barre | Commentaire | |
|---|---|---|---|---|
| 1 | [disponible] | |||
| 2 | [disponible] |
Adresse url : https://www.edhec.edu/fr/publications/smart-beta-and-beyond-maximising-benefits-factor-investing
Sommaire : Executive Summary
1. Introduction
2. A Taxonomy of Factors
3. Factor Investing and Risk Allocation Decisions: A More Efficient Structuration of the Investment Process
4. Factor Investing and Benchmarking Decisions; A More Efficient Harvesting of Risk Premia
5. Conclusions and perspectives
Technical Appendix
References
About Amundi
About EDHEC-Risk Institute
EDHEC-Risk Institute Publications and Position Papers (2015-2018)
Langue : Anglais
Collection : PUBLICATION EDHEC
Propriétaire : Bibliothèque