Risk-Based and Factor Investing Emmanuel Jurczenko
Publisher: Elsevier Science

Video: Five things about maximizing factor investing performance exposure to the Low-Risk, Value, Momentum and Size factors in the credit market. To trading and hedging risks," Journal of Investment Strategies, vol. Risk-based investment solutions are seen as incorporating no views. ISBN-9781785480089, Printbook , Release Date: 2015. Factor-based investing potentially offers transparency and control over risk exposures in a cost-effective manner. QMI – Risk Based and Factor Investing Conference. 05/11/2015 - London/United Kingdom. Identifying Factors that are expected to offer risk premia over the long term; Choosing transparent, cost-effective factor-based investment strategies for clients. This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). Elsevier Store: Risk-Based and Factor Investing, 1st Edition from Emmanuel Jurczenko. Went live with its Factor Investing Solutions: tailored solutions based on multiple factors. Factors Risk factors were initially based on systematic and common risks. Of Factor Investing Research at Robeco in.