Factor Investing

This book emphasizes both the tradition and the new applications of factor investing. It ranges from the traditional to the alternative, discusses various ...

Factor Investing

More Books:

Factor Investing
Language: en
Pages: 480
Authors: Emmanuel Jurczenko
Categories: Business & Economics
Type: BOOK - Published: 2017-10-17 - Publisher: Elsevier

This 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
Machine Learning for Factor Investing: R Version
Language: en
Pages: 319
Authors: Guillaume Coqueret, Tony Guida
Categories: Business & Economics
Type: BOOK - Published: 2020-09-01 - Publisher: CRC Press

Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. The technicality of the subject can make it hard for non-specialists to join the bandwagon, as the
Risk-Based and Factor Investing
Language: en
Pages: 486
Authors: Emmanuel Jurczenko
Categories: Business & Economics
Type: BOOK - Published: 2015-11-24 - Publisher: Elsevier

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
Machine Learning for Factor Investing: R Version
Language: en
Pages: 321
Authors: Guillaume Coqueret, Tony Guida
Categories: Business & Economics
Type: BOOK - Published: 2020-08-31 - Publisher: CRC Press

Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. The technicality of the subject can make it hard for non-specialists to join the bandwagon, as the
Equity Smart Beta and Factor Investing for Practitioners
Language: en
Pages: 496
Authors: Khalid Ghayur, Ronan G. Heaney, Stephen C. Platt
Categories: Business & Economics
Type: BOOK - Published: 2019-05-29 - Publisher: John Wiley & Sons

A guide to the popular and fast growing investment opportunities of smart beta Equity Smart Beta and Factor Investing for Practitioners offers a hands-on guide to the popular investment opportunities of smart beta, which is one of the fastest growing areas within the global equity asset class. This well-balanced book