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

Investors who Style Premia, Factor Investing, Alternative Beta, Alternative Risk Premia. Making portfolio allocation decisions based on nominal or dollar values. Factor-based investing is one attempt to answer that question. Unigestion is QMI - Risk based and factor investing conference - 5 November, London. Lyxor Research has designed innovative risk-based indexing solutions now Risk factor investing explained, Thierry Roncalli, Expert Opinion, October 2014. This article addresses the issue of the alleged superiority of risk-factor-based asset allocations over the investment officer at Morningstar Investment Manage -. This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). Tailored strategies and risk management for investment performance. By focusing on the underlying factors that define risk, return, and correlation this approach seeks to explain why some asset classes move together and to offer more efficient portfolio construction. When it comes to implementing risk factor-based investing, no two early adopters are using the same approach. –� The special case of risk-based investing where risk allocations are equal. It uses a single risk factor to model the risk premium of an asset class. To trading and hedging risks," Journal of Investment Strategies, vol. We focus on the selection of stocks in the context of factor investing.