Alternative Risk Premia: What Do We Know?
T Roncalli - Factor Investing, 2017 - Elsevier
After the emergence of risk-based investing, factor investing has been the new hot topic in
the asset management industry since the 2008 global financial crisis. Both concepts are …
the asset management industry since the 2008 global financial crisis. Both concepts are …
Suggested Readings
WebSim™ Team - Finding Alphas: A Quantitative Approach to …, 2015 - Wiley Online Library
This chapter includes reference sections with a list of academic/professional papers that can
be used as a source of alpha ideas. The third‐party links mentioned in the chapter are for …
be used as a source of alpha ideas. The third‐party links mentioned in the chapter are for …
[PDF][PDF] 一時的バリュー・構造的バリューへの分解によるバリュー株効果の要因分析と投資パフォーマンス検証
杉原健太郎 - 2014 - waseda.repo.nii.ac.jp
簿価時価比率 (B/P), もしくはその逆数の株価純資産倍率 (PBR) に代表されるバリュー指標で分類
されたバリュー株が市場パフォーマンスを上回る, いわゆるバリュー株効果は国内・海外を問わず …
されたバリュー株が市場パフォーマンスを上回る, いわゆるバリュー株効果は国内・海外を問わず …