关心
发表于 2025-3-23 09:45:29
Momentum Investing,teristics and performance of the momentum factor as well as its place in multifactor investing. It explains the relevance of time window in the construction of momentum strategies. The chapter provides a model to evaluate the quality of price trends. It shows the potential of trend quality to enhance the momentum effect.
蒙太奇
发表于 2025-3-23 17:44:47
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外貌
发表于 2025-3-23 21:25:45
Dividend Yield,cteristics of the yield factor and seeks to explain its return premium. The chapter provides a selection of metrics to help investors evaluate the sustainability of dividend streams. The metrics can be combined to form a composite indicator on dividend safety.
Occupation
发表于 2025-3-24 01:43:28
Volatility Effect,riance methods. It discusses the return premium of the volatility factor and the capital asset pricing model (CAPM). The CAPM specifies that asset return is expected to increase as the risk level rises. The evidence of the volatility anomaly fundamentally challenges the validity of the CAPM framework.
hypotension
发表于 2025-3-24 05:32:12
Multifactor Investing,bine their advantages. This chapter discusses the rationale for the adoption of the multifactor approach and its key investment benefits. It introduces two primary methods used to construct multifactor strategies. The chapter is concluded with the discussion of common factor combinations in multifactor investing.
pester
发表于 2025-3-24 06:37:34
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嘲笑
发表于 2025-3-24 12:54:58
Asset Allocation, allocation in the investment process. It provides an overview of different investment vehicles in the market. The chapter introduces a range of general investment risks that are frequently considered in investment analysis. It describes the principle and application of the Brinson model in performa
vibrant
发表于 2025-3-24 17:07:49
Common Stock,ing and equity indices. It compares the historical performance of equities and other common asset classes. The results support the observation that equities are generally positioned at the higher end of the risk and return spectrum. The chapter shows that the chance of outperformance by equities aga
esculent
发表于 2025-3-24 22:14:13
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胶水
发表于 2025-3-25 03:08:43
Loss Control,to frequently realise small gains while holding onto losing positions. It describes the relationship between investment loss and breakeven return to show the difficulty of recovering from deep losses. The chapter discusses the topics of profit warning, broker research and short selling. Investors ar