Study note
Asset Management : A Systematic Approach to Factor Investing
Properties
- Type
- Books
- Status
- 想读
- Domain
- Quant
- Category
- 资产定价、因子投资与组合管理
- Source
- book.douban.com
- Vault note
library/books/quant/Asset-Management-A-Systematic-Approach-to-Factor-Investing-805e0a737b60d9ad.md
Summary
Asset Management : A Systematic Approach to Factor Investing 关注资产定价、因子收益、组合构建、风险分解和投资管理框架。
Highlights
适合从单策略思维过渡到组合层面，理解收益来源、相关性和风险预算。
Notes
Andrew Ang、洪崇理；2014-8-6。
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