Navigating The Factor Zoo
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Navigating The Factor Zoo
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Author : Michael Zhang
language : en
Publisher: Taylor & Francis
Release Date : 2024-12-09
Navigating The Factor Zoo written by Michael Zhang and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-12-09 with Business & Economics categories.
Bridging the gap between theoretical asset pricing and industry practices in factors and factor investing, Zhang et al. provides a comprehensive treatment of factors, along with industry insights on practical factor development. Chapters cover a wide array of topics, including the foundations of quantamentals, the intricacies of market beta, the significance of statistical moments, the principles of technical analysis, and the impact of market microstructure and liquidity on trading. Furthermore, it delves into the complexities of tail risk and behavioral finance, revealing how psychological factors affect market dynamics. The discussion extends to the sophisticated use of option trading data for predictive insights and the critical differentiation between outcome uncertainty and distribution uncertainty in financial decision-making. A standout feature of the book is its examination of machine learning's role in factor investing, detailing how it transforms data preprocessing, factor discovery, and model construction. Overall, this book provides a holistic view of contemporary financial markets, highlighting the challenges and opportunities in harnessing alternative data and machine learning to develop robust investment strategies. This book would appeal to investment management professionals and trainees. It will also be of use to graduate and upper undergraduate students in quantitative finance, factor investing, asset management and/or trading.
Factor Investing For Dummies
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Author : James Maendel
language : en
Publisher: John Wiley & Sons
Release Date : 2022-10-20
Factor Investing For Dummies written by James Maendel and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-20 with Business & Economics categories.
Systematically secure your financial future—Dummies makes it easy Factor Investing For Dummies helps you go beyond the investment basics, with proven techniques for making informed and sophisticated investment decisions. Using factor investing, you’ll select stocks based on some predetermined, well, factors. Momentum, value, interest rates, economic growth, credit risk, liquidity—all these things can help you identify killer stocks and improve your returns. This book explains it all, and helps you implement a strategic factor investing plan, so you can boost your portfolio’s performance, reduce volatility, and enhance diversification. You’ll also learn what not to do, with coverage of the factors that have failed to deliver consistent returns over time. We explore factor-based ETFS and loads of other ideas for injecting some factors into your investment game. Learn what factor investing is and how you can use it to level up your portfolio Understand the various types of factors and how to use them to select winning stocks Choose from a bunch of factor investing strategies, or build one of your own Generate wealth in a more sophisticated, more effective way This is the perfect Dummies guide for beginner to seasoned investors who want to explore more consistent outperformance potential. Factor Investing For Dummies can also help portfolio managers, consultants, academics, and students who want to understand more about the science of factor investing.
Dawn Of Behavioural Finance 1688
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Author : Vasileios Kallinterakis
language : en
Publisher: Cambridge Scholars Publishing
Release Date : 2024-11-03
Dawn Of Behavioural Finance 1688 written by Vasileios Kallinterakis and has been published by Cambridge Scholars Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-11-03 with History categories.
The role of psychology in investment decisions has been amply debated during the past few decades, following the evolution of behavioural finance. This book shows that, although behavioural finance concepts were coined/systemised since the 1980s, their first traces are identified in Joseph de la Vega’s Confusion of Confusions, written in 1688, over 300 years ago. To that end, the book provides the first comprehensive assessment of Confusion of Confusions from the perspective of the behavioural finance paradigm. Offering also a detailed discussion of behavioural finance itself and the historical context of Vega and his time, it demonstrates that Confusion of Confusions constitutes the precursor to behavioural finance. This book should be of interest to finance researchers and students, particularly those focusing on behavioural finance and financial history. The book’s educational value for investors further renders it relevant to regulators and policy makers, who can consider including it in financial education curricula.
Information Processing And Network Provisioning
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Author : Michel Kadoch
language : en
Publisher: Springer Nature
Release Date :
Information Processing And Network Provisioning written by Michel Kadoch and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Your Complete Guide To Factor Based Investing
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Author : Andrew L. Berkin
language : en
Publisher:
Release Date : 2016-10-07
Your Complete Guide To Factor Based Investing written by Andrew L. Berkin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-07 with Business & Economics categories.
There are hundreds of exhibits in the investment "factor zoo." Which ones are actually worth your time, and your money? Andrew L. Berkin and Larry E. Swedroe, co-authors of The Incredible Shrinking Alpha, bring you a thorough yet still jargon-free and accessible guide to applying one of today's most valuable quantitative, evidence-based approaches to outperforming the market: factor investing. Designed for savvy investors and professional advisors alike, Your Complete Guide to Factor-Based Investing: The Way Smart Money Invests Today takes you on a journey through the land of academic research and an extensive review of its 50-year quest to uncover the secret of successful investing. Along the way, Berkin and Swedroe cite and distill more than 100 academic papers on finance and introduce five unique criteria that a factor (at its most basic, a characteristic or set of characteristics common among a broad set of securities) must meet to be considered worthy of your investment. In addition to providing explanatory power to portfolio returns and delivering a premium, Swedroe and Berkin argue a factor should be persistent, pervasive, robust, investable and intuitive. By the end, you'll have learned that, within the entire "factor zoo," only certain exhibits are worth visiting and only a handful of factors are required to invest in the same manner that made Warren Buffett a legend. Your Complete Guide to Factor-Based Investing: The Way Smart Money Invests Today offers an in-depth look at the evidence practitioners use to build portfolios and how you as an investor can benefit from that knowledge, rendering it an essential resource for making the informed and prudent investment decisions necessary to help secure your financial future.
Tennessee Tombigbee Waterway Alabama And Mississippi Navigation
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Author :
language : en
Publisher:
Release Date : 1971
Tennessee Tombigbee Waterway Alabama And Mississippi Navigation written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971 with categories.
Empirical Asset Pricing
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Author : Wayne Ferson
language : en
Publisher: MIT Press
Release Date : 2019-03-12
Empirical Asset Pricing written by Wayne Ferson and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-12 with Business & Economics categories.
An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Index Fund Management
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Author : Fadi Zaher
language : en
Publisher: Springer Nature
Release Date : 2019-08-28
Index Fund Management written by Fadi Zaher and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-08-28 with Business & Economics categories.
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 investing solutions have been bestsellers. But factor investing success is not a foregone conclusion, and there are plenty of quirks and misprints in the literature. Do investors need a novel approach? The book provides answers to some of these questions in an open and objective fashion. Index fund management is increasingly taught in finance courses at universities. For market practitioners including trustees and investors, this book facilitates an increased understanding of how to invest in index and smart beta strategies, how to implement them, and what to be aware of with concrete and practical real-world examples.
China Satellite Navigation Conference Csnc 2020 Proceedings Volume I
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Author : Jiadong Sun
language : en
Publisher: Springer Nature
Release Date : 2020-06-06
China Satellite Navigation Conference Csnc 2020 Proceedings Volume I written by Jiadong Sun and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-06-06 with Technology & Engineering categories.
China Satellite Navigation Conference (CSNC 2020) Proceedings presents selected research papers from CSNC 2020 held during 22nd-25th November in Chengdu, China. These papers discuss the technologies and applications of the Global Navigation Satellite System (GNSS), and the latest progress made in the China BeiDou System (BDS) especially. They are divided into 13 topics to match the corresponding sessions in CSNC2020, which broadly covered key topics in GNSS. Readers can learn about the BDS and keep abreast of the latest advances in GNSS techniques and applications.
Navigation And Intelligent Transportation Systems
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Author : Ronald K Jurgen
language : en
Publisher: SAE International
Release Date : 1998-09-15
Navigation And Intelligent Transportation Systems written by Ronald K Jurgen and has been published by SAE International this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-09-15 with Technology & Engineering categories.
Navigation and Intelligent Transportation Systems contains 40 papers covering the technical and functional aspects of these systems including: 3D mapping, route guidance, cellular phone access, electronic compasses, and the history and future of navigation systems. The book also covers the important role of navigation in Intelligent Transportation Systems concerned with traffic management, traveler information, vehicle control systems, commercial vehicle operations, and public and rural transportation systems. The book concludes with a chapter on the Intelligent Vehicle Initiative, a joint program between the National Highway Traffic Safety Administration, the Federal Highway Administration, and the Federal Transit Administration.