Open AccessBook
Asset Management: A Systematic Approach to Factor Investing
Andrew Ang
- 07 Jul 2014
292
TL;DR: In this paper, the authors discuss the role of the asset owner in the long-term performance of a portfolio, and propose a strategy for the long run of the portfolio management process.
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Abstract: Preface: Asset Management Part I: The Asset Owner Chapter 1: Asset Owners Chapter 2: Preferences Chapter 3: Mean-Variance Investing Chapter 4: Investing for the Long Run Chapter 5: Investing Over the Life Cycle Part II: Factor Risk Premiums Chapter 6: Factor Theory Chapter 7: Factors Chapter 8: Equities Chapter 9: Bonds Chapter 10: Alpha (and the Low Risk Anomaly) Chapter 11: " Assets Chapter 12: Tax-Efficient Investing Chapter 13: Illiquid Assets Chapter 14: Factor Investing Part III: Delegated Portfolio Management Chapter 15: Delegated Investing Chapter 16: Mutual Funds and Other 40-Act Funds Chapter 17: Hedge Funds Chapter 18: Private Equity Afterword: Factor Management Appendix: Returns Acknowledgements Bibliography Index
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References
•Book
Puzzles of Finance: Six Practical Problems and Their Remarkable Solutions
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- 03 May 2000
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The Role of a Regional Bank in a System of Central Banks
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How Much Stock Return Predictability Can We Expect From an Asset Pricing Model
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The effect of regulation on optimal corporate pension risk.
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•Posted Content
The Volatility Risk Premium Embedded in Currency Options
Buen Sin Low,Shaojun Zhang +1 more
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