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

Factor Investing and Asset Allocation: A Business Cycle Perspective

Vasant Naik y otros

Descripción editorial

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.

GÉNERO
Negocios y finanzas personales
PUBLICADO
2016
31 de diciembre
IDIOMA
EN
Inglés
EXTENSIÓN
190
Páginas
EDITORIAL
CFA Institute Research Foundation
VENTAS
RESEARCH FOUNDATION OF CFA INSTITUTE
TAMAÑO
3.6
MB

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