Factor Investing: From Traditional to Alternative Risk Premia (Quantitative Finance)
by (Hardcover - Oct 23, 2017)
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Results Factor Investing: From Traditional to Alternative Risk Premia (Quantitative Finance)
A Primer on Alternative Risk Premia Thierry Roncalli ~ A Primer on Alternative Risk Premia 1 Introduction Over the last few years factor investing has grown in popularity and rapidly attracted asset managers and large institutional investors
Alternative Risk Premia What Do We Know Thierry Roncalli ~ Alternative Risk Premia What Do We Know equity space the capital asset pricing model has been supplemented by a vefactor model which is based on size value momentum low beta and quality risk factors
Reading Room ArticlesPapers Altruist ~ Altruists mission is to provide Superior Objective Financial Advice to the Public in a Highly Ethical Fashion at the Lowest Feasible Price Altruist is a feeonly financial advisor We have a moneyback guarantee which is almost unheard of in the industry
Chapter 21 The financial accelerator in a quantitative ~ This chapter develops a dynamic general equilibrium model that is intended to help clarify the role of credit market frictions in business fluctuations from both a qualitative and a quantitative standpoint
Does corporate social responsibility ScienceDirect ~ We examine the effect of corporate social responsibility CSR on the cost of equity capital for a large sample of US firms Using several approaches to estimate firms’ ex ante cost of equity we find that firms with better CSR scores exhibit cheaper equity financing
Efficientmarket hypothesis Wikipedia ~ The efficientmarket hypothesis EMH is a theory in financial economics that states that asset prices fully reflect all available information A direct implication is that it is impossible to beat the market consistently on a riskadjusted basis since market prices should only react to new information
Publications Levy Economics Institute ~ The Levy Economics Institute of Bard College is a nonprofit nonpartisan public policy think tank
Gordon T Long MACRO ANALYTICS Global Macro Economic ~ JOHN RUBINOS LATEST BOOK Read More CHARLES HUGH SMITHS LATEST BOOK Read More Read More Our Macro Analytics Partner Richard Duncan Latest Books
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