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Factor Investing and Asset Allocation: A Business Cycle Perspective - Couverture souple

Naik, Vasant; Devarajan, Mukundan; Nowobilski, Andrew; Page, Sébastien; Pedersen, Niels

 
9781944960148: Factor Investing and Asset Allocation: A Business Cycle Perspective
Couverture souple
ISBN 10 : 1944960147 ISBN 13 : 9781944960148
Editeur : CFA Institute Research Foundation, 2016

Synopsis

This monograph draws heavily on the vast body of knowledge that has been built by financial economists over the last 50 years. Its goal is to show how to solve real-life portfolio allocation problems. We have found that using a broad range of models works best. Also, we prefer simple over complex models. We believe that simplicity and modularity lend substantial robustness to investment analysis. Importantly, the framework presented provides several of the “missing links” in asset allocation—for example, the links between asset classes and risk factors, between macroeconomic views and expected returns, and ultimately between quantitative and fundamental investing.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This monograph draws heavily on the vast body of knowledge that has been built by financial economists over the last 50 years. Its goal is to show how to solve real-life portfolio allocation problems. We have found that using a broad range of models works best. Also, we prefer simple over complex models. We believe that simplicity and modularity lend substantial robustness to investment analysis. Importantly, the framework presented provides several of the “missing links” in asset allocation—for example, the links between asset classes and risk factors, between macroeconomic views and expected returns, and ultimately between quantitative and fundamental investing.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
CFA Institute Research Foundation
Date d'édition
2016
Langue
anglais
ISBN 10 
1944960147
ISBN 13 
9781944960148
Reliure
Broché
Nombre de pages
190
Coordonnées du fabricant
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