{"product_id":"factor-investing-from-traditional-to-alternative-risk-premia-hardback-9781785482014","title":"Factor Investing; From Traditional to Alternative Risk Premia (Hardback) 9781785482014","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eFactor Investing\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eFrom Traditional to Alternative Risk Premia\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cem\u003e\u003cp\u003eProvides practitioners key information on the increasingly popular subject of factor investing strategies\u003c\/p\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eEmmanuel Jurczenko (Edited by)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781785482014, Elsevier Science\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 9 October 2017\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e480 pages\u003cbr\u003e22.9 x 15.1 x 2.9 cm, 0.77 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003e\u003cp\u003eThis new edited volume consists of a collection of original articles written by leading industry experts in the area of factor investing.The chapters introduce readers to some of the latest research developments in the area of equity and alternative investment strategies.Each chapter deals with new methods for constructing and harvesting traditional and alternative risk premia, building strategic and tactical multifactor portfolios, and assessing related systematic investment performances. This volume will be of help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge and understanding of systematic risk factor investing.\u003c\/p\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003e1. 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\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Personal finance [\u003ca title=\"See our other books on Personal finance\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Personal%20finance%20%5BVSB%5D%22\"\u003eVSB\u003c\/a\u003e], Neurosciences [\u003ca title=\"See our other books on Neurosciences\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Neurosciences%20%5BPSAN%5D%22\"\u003ePSAN\u003c\/a\u003e], Investment \u0026amp; securities [\u003ca title=\"See our other books on Investment \u0026amp; securities\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Investment%20\u0026amp;%20securities%20%5BKFFM%5D%22\"\u003eKFFM\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"ISTE Press - Elsevier","offers":[{"title":"Default Title","offer_id":46648519983384,"sku":"9781785482014","price":112.89,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9781785482014.jpg?v=1696694791","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/factor-investing-from-traditional-to-alternative-risk-premia-hardback-9781785482014","provider":"Freshly Printed Books","version":"1.0","type":"link"}