Factor Investing and Asset Allocation: A Business Cycle Perspective - Tapa blanda

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

 
9781944960148: Factor Investing and Asset Allocation: A Business Cycle Perspective
Tapa blanda
ISBN 10: 1944960147 ISBN 13: 9781944960148
Editorial: CFA Institute Research Foundation, 2016

Sinopsis

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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Reseña del editor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
CFA Institute Research Foundation
Año de publicación
2016
Idioma
Inglés
ISBN 10 
1944960147
ISBN 13 
9781944960148
Encuadernación
Tapa blanda
Número de páginas
190
Contacto del fabricante
no disponible
Persona responsable
no disponible