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Risk-Based and Factor Investing

Risk-Based and Factor Investing

Hardback (18 Nov 2015)

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Publisher's Synopsis

This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI).

The articles are intended to introduce readers to some of the latest, cutting edge research encountered by academics and professionals dealing with RBFI solutions. Together the authors detail both alternative non-return based portfolio construction techniques and investing style risk premia strategies.

Each chapter deals with new methods of building strategic and tactical risk-based portfolios, constructing and combining systematic factor strategies and assessing the related rules-based investment performances. This book can assist portfolio managers, asset owners, consultants, academics and students who wish to further their understanding of the science and art of risk-based and factor investing.

Book information

ISBN: 9781785480089
Publisher: Elsevier Science
Imprint: Elsevier
Pub date:
DEWEY: 332.678
DEWEY edition: 23
Language: English
Number of pages: 486
Weight: 904g
Height: 159mm
Width: 239mm
Spine width: 25mm