Factor Investing and Asset Allocation: A Business Cycle Perspective. This item is unavailable.
Vasant Naik; Mukundan Devarajan; Andrew Nowobilski; SÃ bastien Page; Niels Pedersen
14 ratings by Goodreads
Language: English
Published by CFA Institute Research Foundation, 2016
- Softcover
- Used
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.ThriftBooks-Atlanta
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Softcover
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Item description from seller
May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.
Seller Inventory # G1944960147I4N00
- Title
- Factor Investing and Asset Allocation: A Business Cycle Perspective
- Author
- Vasant Naik; Mukundan Devarajan; Andrew Nowobilski; SÃ bastien Page; Niels Pedersen
- Publisher
- CFA Institute Research Foundation
- Publication year
- 2016
- Condition
- Very Good
- Dust jacket
- No Jacket
- Binding
- Paperback
- Language
- English
- ISBN 10
- 1944960147
- ISBN 13
- 9781944960148
- Item weight
- 0.64 pounds
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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