Factor investing from traditional to alternative risk premia

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Bibliographische Detailangaben
Weitere Verfasser:	Jurczenko, Emmanuel (HerausgeberIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	London, UK ISTE Press 2017 Oxford, UK Elsevier 2017
Schriftenreihe:	Quantitative finance set
Schlagworte:	Portfolio-Management > Finanzanalyse > Betriebliche Kennzahl > Investmentfonds > Asset-backed financing > Aktienanlage > Strategie > Kapitalanlage
Online Zugang:	Inhaltsverzeichnis
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Titel	Jahr	Verfasser
Factor investing : the rocky road from long-only to long-short	2017	Brière, Marie
Common equity factors in corporate bond markets	2017	Bektic, Demir
Alternative risk premia : what do we know?	2017	Roncalli, Thierry
Strategic portfolio allocation with factors	2017	Bass, Robert
Peering under the hood of rules-based portfolio construction : the impact of security selection and weighting decisions	2017	Bender, Jennifer
Style factor timing	2017	Luo, Yin
Go with the flow or hide from the tide? : trading flow as a signal in style investing	2017	Giamouridis, Daniel
A macro risk-based approach to alternative risk premia allocation	2017	Blin, Olivier
The predictability of risk-factor returns	2017	Bianchi, Robert
Diversification and the volatility risk premium	2017	DeSilva, Harindra
Factor investing and ESG integration	2017	Melas, Dimitris
The price of factors and the implications for active investing	2017	Fraser-Jenkins, Inigo
Diversify and purify factor premiums in equity markets	2017	Carvalho, Raul Leote de
Investment and profitability : a quality factor that actually works	2017	Hsu, Jason C.
Optimizing cross-asset carry	2017	Baltas, Nick
The alpha and beta of equity hedge UCITS funds : implications for momentum investing	2017	Bouamara, Nabil