Factor Investing and Asset Allocation : A Business Cycle Perspective
Page, SÃ Â bastien, Nowobilski, Andrew, Devarajan, Mukundan, Naik, Vasant
ISBN 10: 1944960147 ISBN 13: 9781944960148
Published by CFA Institute Research Foundation, 2016
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About this Item
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Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Seller Inventory # 41145369-6
Synopsis:
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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Bibliographic Details
Title: Factor Investing and Asset Allocation : A ...
Publisher: CFA Institute Research Foundation
Publication Date: 2016
Binding: Soft cover
Condition: Very Good