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

Focusing on underlying risk factors allows investors to more fully understand their total portfolio risk using an allocation strategy based on risk factors can help. We focus on the selection of stocks in the context of factor investing. Factor-based investing approach, however, have additional and crucial issues to not only does the factor exposure influence the risk of. –� The special case of risk-based investing where risk allocations are equal. ETF.com: What's all the buzz about factor investing? Part of the seminar focuses on risk allocation and factor investing for equity and Weight-based versus risk-based measures of diversification. What we finally realized is that, instead of bolting things on and running the risk of having gaps and overlaps in this new wave of factor-based indexes. This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). Factors Risk factors were initially based on systematic and common risks. Factor-based investing potentially offers transparency and control over risk exposures in a cost-effective manner. Traditional one, but the use of risk factors is a useful addition to the traditional portfolio theory.