Factor Investing and Asset Allocation: A Business Cycle Perspective - Brossura

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

 
9781944960148: Factor Investing and Asset Allocation: A Business Cycle Perspective
Brossura
ISBN 10: 1944960147 ISBN 13: 9781944960148
Casa editrice: CFA Institute Research Foundation, 2016

Sinossi

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.

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Editore
CFA Institute Research Foundation
Data di pubblicazione
2016
Lingua
Inglese
ISBN 10 
1944960147
ISBN 13 
9781944960148
Rilegatura
Copertina flessibile
Numero di pagine
190
Contatto del produttore
non disponibile
Persona responsabile
non disponibile