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

This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). Factor-based investing potentially offers transparency and control over risk exposures in a cost-effective manner. WHAT IS 'RISK FACTOR-BASED INVESTING'? Investing: A new approach to an old problem. We focus on the selection of stocks in the context of factor investing. Making portfolio allocation decisions based on nominal or dollar values. Risk-based pricing looks at factors such as a consumer's credit score, adverse credit history (if any), Banks use these rates to entice borrowers and investors. Investors who Style Premia, Factor Investing, Alternative Beta, Alternative Risk Premia. INVESTMENT This figure is an estimated yield based on a forecast of the fund's ongoing charges. "Risk-Based and Factor Investing", Quantitative Finance Elsevier, 2015 ( Forthcoming). Risk Based and Factor Investing Conference. An event organised by the QMI/ QuantValley Research Project and Imperial College London Business School,. It uses a single risk factor to model the risk premium of an asset class. Risk factors help explain systematic return patterns in the equity market and in other Factor investing, including factor indices, are part of the smart beta trend. Identifying Factors that are expected to offer risk premia over the long term; Choosing transparent, cost-effective factor-based investment strategies for clients.