Handout：Factor Investing: From Traditional to Alternative Risk Premia
University of Applied Sciences Western Switzerland


TextbookFactor Investing: From Traditional to Alternative Risk Premia
Author(s): Emmanuel Jurczenko

Description:
The chapters introduce students to some of the latest research developments in the area of equity and alternative investment strategies.Each chapter deals with new methods for constructing and harvesting traditional and alternative risk premia, building strategic and tactical multifactor portfolios, and assessing related systematic investment performances.  
A practical scope
An extensive coverage and up-to-date researcch contributions
Covers the topic of factor investing strategies which are increasingly popular amongst practitioners