Asset Management

Written By Andrew Ang
Asset Management
  • Publsiher : Oxford University Press (UK)
  • Release : 17 May 2021
  • ISBN : 0199959323
  • Pages : 704 pages
  • Rating : 5/5 from 1 reviews
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Read or download book entitled Asset Management written by Andrew Ang which was release on 17 May 2021, this book published by Oxford University Press (UK). Available in PDF, EPUB and Kindle Format. Book excerpt: Stocks and bonds? Real estate? Hedge funds? Private equity? If you think those are the things to focus on in building an investment portfolio, Andrew Ang has accumulated a body of research that will prove otherwise. In his new book Asset Management: A Systematic Approach to Factor Investing, Ang upends the conventional wisdom about asset allocation by showing that what matters aren't asset class labels but the bundles of overlapping risks they represent. Making investments is like eating a healthy diet, Ang says: you've got to look through the foods you eat to focus on the nutrients they contain. Failing to do so can lead to a serious case of malnutrition - for investors as well as diners. The key, in Ang's view, is bad times, and the fact that every investor's bad times are somewhat different. The notion that bad times are paramount is the guiding principle of the book, which offers a new approach to the age-old problem of where do you put your money? Years of experience,both as a finance professor and as a consultant, have led Ang to see that the traditional approach, with its focus on asset classes, is too crude and ultimately too costly to serve investors adequately. He focuses instead on factor risks," the peculiar sets of hard times that cut across asset classes, and that must be the focus of our attention if we are to weather market turmoil and receive the rewards that come with doing so. Optimally harvesting factor premiums - on our own or by hiring others -r equires identifying your particular set of hard times, and exploiting the difference between them and those of the average investor. Clearly written yet chock-full of the latest research and data, Asset Management will be indispensable reading for trustees, professional money managers, smart private investors, and business students who want to understand the economics behind factor risk premiums, harvest them efficiently in their portfolios, and embark on the search for true alpha."

Asset Management

Asset Management
  • Author : Andrew Ang
  • Publisher : Oxford University Press (UK)
  • Release Date : 2014
  • Total pages : 704
  • ISBN : 0199959323
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Summary : Stocks and bonds? Real estate? Hedge funds? Private equity? If you think those are the things to focus on in building an investment portfolio, Andrew Ang has accumulated a body of research that will prove otherwise. In his new book Asset Management: A Systematic Approach to Factor Investing, Ang upends ...

Factor Investing

Factor Investing
  • Author : Emmanuel Jurczenko
  • Publisher : Elsevier
  • Release Date : 2017-10-17
  • Total pages : 480
  • ISBN : 0199959323
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Summary : This new edited volume consists of a collection of original articles written by leading industry experts in the area of factor investing. The chapters introduce readers to some of the latest research developments in the area of equity and alternative investment strategies.Each chapter deals with new methods for constructing ...

Factor Investing

Factor Investing
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2015
  • Total pages : 378
  • ISBN : 0199959323
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Summary : Download or read online Factor Investing written by , published by which was released on 2015. Get Factor Investing Books now! Available in PDF, ePub and Kindle....

Equity Smart Beta and Factor Investing for Practitioners

Equity Smart Beta and Factor Investing for Practitioners
  • Author : Khalid Ghayur,Ronan G. Heaney,Stephen C. Platt
  • Publisher : John Wiley & Sons
  • Release Date : 2019-05-29
  • Total pages : 496
  • ISBN : 0199959323
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Summary : A guide to the popular and fast growing investment opportunities of smart beta Equity Smart Beta and Factor Investing for Practitioners offers a hands-on guide to the popular investment opportunities of smart beta, which is one of the fastest growing areas within the global equity asset class. This well-balanced book ...

Machine Learning for Factor Investing R Version

Machine Learning for Factor Investing  R Version
  • Author : Guillaume Coqueret,Tony Guida
  • Publisher : CRC Press
  • Release Date : 2020-08-31
  • Total pages : 321
  • ISBN : 0199959323
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Summary : Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. The technicality of the subject can make it hard for non-specialists to join the bandwagon, as the ...

Factor Investing

Factor Investing
  • Author : Mikhail Samonov,Wesley R. Gray
  • Publisher : Unknown
  • Release Date : 2020-06-17
  • Total pages : 320
  • ISBN : 0199959323
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Summary : Download or read online Factor Investing written by Mikhail Samonov,Wesley R. Gray, published by which was released on 2020-06-17. Get Factor Investing Books now! Available in PDF, ePub and Kindle....

Factor Investing and Smart Beta

Factor Investing and Smart Beta
  • Author : Jérôme Baume
  • Publisher : Unknown
  • Release Date : 2018
  • Total pages : 212
  • ISBN : 0199959323
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Summary : This paper empirically investigates the relationship between ESG scores and portfolio performance and analyses the predictive power of various indicators for factor timing strategies. Using S&P 500 data, evidence for a robust ESG score-based factor has been found. An equally-weighted portfolio with a long position in companies with an ESG ...

Factor Investing and Asset Allocation A Business Cycle Perspective

Factor Investing and Asset Allocation  A Business Cycle Perspective
  • Author : Vasant Naik,Mukundan Devarajan,Andrew Nowobilski ,Sébastien Page, CFA,Niels Pedersen
  • Publisher : CFA Institute Research Foundation
  • Release Date : 2016-12-30
  • Total pages : 190
  • ISBN : 0199959323
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Summary : Download or read online Factor Investing and Asset Allocation A Business Cycle Perspective written by Vasant Naik,Mukundan Devarajan,Andrew Nowobilski ,Sébastien Page, CFA,Niels Pedersen, published by CFA Institute Research Foundation which was released on 2016-12-30. Get Factor Investing and Asset Allocation A Business Cycle Perspective Books ...

Index Fund Management

Index Fund Management
  • Author : Fadi Zaher
  • Publisher : Springer Nature
  • Release Date : 2019-08-28
  • Total pages : 248
  • ISBN : 0199959323
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Summary : This book brings simplicity to passive investing, smart beta, and factor investing, which is the fastest growing type of investment in the asset management industry. The subject has a strong academic foundation but often taught and presented in a quite complex and unorganized way. In recent years, index and factor ...

Equity Factor Investing

Equity Factor Investing
  • Author : Reto Trachsel
  • Publisher : Unknown
  • Release Date : 2019
  • Total pages : 212
  • ISBN : 0199959323
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Summary : The objective and contribution of this thesis is to develop three Machine Learning models (Regression Tree, LASSO Regression and Random Forest) that predict a one-month ahead forecast for expected returns of well-researched factors and dynamically allocate the capital according to those predictions. As such, Machine Learning will be further introduced ...

Factor Investing in the Crypto World

Factor Investing in the Crypto World
  • Author : Georg Johannes Kopp
  • Publisher : Unknown
  • Release Date : 2019
  • Total pages : 212
  • ISBN : 0199959323
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Summary : This paper analyzes the feasibility and profitability of factor investing in the emerging market of crypto-assets. It combines the factor models of Carhart (1997) and Hubrich (2017) with the findings of Asness, Moskowitz and Pedersen (2013) and Li and Yi (2018) to establish 4 considerable risk factors based on the largest 20 crypto-assets: value, size, momentum, ...

Essays on Factor Investing

Essays on Factor Investing
  • Author : Georgi Kyosev
  • Publisher : Unknown
  • Release Date : 2019
  • Total pages : 159
  • ISBN : 0199959323
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Summary : Download or read online Essays on Factor Investing written by Georgi Kyosev, published by which was released on 2019. Get Essays on Factor Investing Books now! Available in PDF, ePub and Kindle....

Risk Based and Factor Investing

Risk Based and Factor Investing
  • Author : Emmanuel Jurczenko
  • Publisher : Elsevier
  • Release Date : 2015-11-24
  • Total pages : 486
  • ISBN : 0199959323
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Summary : This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). The articles are intended to introduce readers to some of the latest, cutting edge research encountered by academics and professionals dealing with RBFI solutions. Together the authors ...

Smart Beta Exchange traded Funds and Factor Investing

Smart Beta Exchange traded Funds and Factor Investing
  • Author : Phillip A. Braun
  • Publisher : Unknown
  • Release Date : 2018
  • Total pages : 212
  • ISBN : 0199959323
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Summary : It was early 2015 and executives in the iShares Factor Strategies Group were considering the launch of some new exchange-traded funds (ETFs). The new ETFs were in a class of ETFs called smart beta funds. Most traditional ETFs' portfolio weights were based on the market capitalization of a stock (stock price ...

Exploring the World of Factors

Exploring the World of Factors
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2018
  • Total pages : 212
  • ISBN : 0199959323
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Summary : Download or read online Exploring the World of Factors written by , published by which was released on 2018. Get Exploring the World of Factors Books now! Available in PDF, ePub and Kindle....