The Current State of Quantitative Equity Investing - Couverture souple

Becker, Ying L.; Reinganum, Marc R.

Couverture souple

ISBN 10 : 1944960449 ISBN 13 : 9781944960445

Editeur : CFA Institute Research Foundation, 2018

Synopsis

Quantitative equity management techniques are helping investors achieve more risk efficient and appropriate investment outcomes. Factor investing, vetted by decades of prior and current research, is growing quickly, particularly in in the form of smart-beta and ETF strategies. Dynamic factor-timing approaches, incorporating macroeconomic and investment conditions, are in the early stages but will likely thrive. A new generation of big data approaches are rendering quantitative equity analysis even more powerful and encompassing.

Détails de l'édition

• Éditeur: CFA Institute Research Foundation
• Date d'édition: 2018
• Langue: anglais
• ISBN 10: 1944960449
• ISBN 13: 9781944960445
• Reliure: Broché
• Nombre de pages: 72
• Coordonnées du fabricant: Manufactured by Amazon on behalf of the author; https://www.amazon.fr/hz/contact-us; ; c/o Amazon Media EU S.à.r.l., 38 Avenue John F. Kennedy; Luxembourg; L-1855; Luxembourg