从传统到替代风险溢价的因子投资Factor Investing From Traditional to Alt

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从传统风险溢价到替代风险溢价的因子投资：香港科技大学教学讲义（英文）
Factor Investing From Traditional to Alternative Risk Premia
Hong Kong University of Science and Technology 2021

=Quantitative Finance
Factor Investing From Traditional to Alternative Risk Premia
Emmanuel Jurczenko


主要教学内容：
Note 1. The Price of Factors and the Implications for Active Investing.pdf
Note 2. Factor Investing- The Rocky Road from Long-Only to Long-Short.pdf
Note 3 Peering under the Hood of .pdf
Note 4.EquityMarkets Diversify and Purify Factor Premiums in .pdf
Note 5 The Predictability of Risk-Factor Returns.pdf
Note 6 Style Factor Timing.pdf
Note 7 Go with the Flow or Hide from the Tide_.pdf
Note 8 Investment and Profitability- A Quality Factor.pdf
Note 9. Common Equity Factors in Corporate Bond Markets.pdf
Note 10. Alternative Risk Premia- What Do We Know_.pdf
Note 11 Strategic Portfolio Allocation With Factors.pdf
Note 12. A Macro Risk-Based Approach to Alternative Risk Premia Allocation.pdf
Note 14. Diversification and the Volatility Risk Premium.pdf
Note 15.Factor Investing and ESG Integration.pdf
Note 16. The Alpha and Beta of Equity Hedge.pdf
Note13. Optimizing Cross-Asset Carry.pdf

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目录.docx (33.85 KB)

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Note 1. The Price of Factors and the Implications for Active Investing.pdf (816.09 KB)

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从传统风险溢价到替代风险溢价的因子投资.zip (21.14 MB, 需要: RMB 39 元)

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关键词：Traditional Investing factor Invest dition

非常之好的资料，可以做教材用