Titre : |
History of Smart Beta and relevance in modern finance |
Type de document : |
Mémoire |
Auteurs : |
Martin LOUIS |
Année de publication : |
2018 |
Importance : |
27 p. |
Note générale : |
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Langues : |
Anglais (eng) |
Mots-clés : |
Management FINANCE DE MARCHE
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Résumé : |
In the first part of this Seminar Paper we will try to understand how factor investing is mostly an academic construction and how it has been built, from Markowitz’s mean variance analysis to Arnott, Hsu, & Moore analysis of how alternative weighting can outperform market capitalization weighting. Then we will focus on understanding Smart Beta strategies with a descriptive analysis of major factors in how they impact portfolios. In the third and last part of this seminar paper we will see how Smart Beta is implemented in practice and address its major critics in the current financial context.
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Note de contenu : |
Bibliogr. p. 26-27 |
Programme : |
PGE-Rouen |
Spécialisation : |
Finance de marché - Financial markets, Assets and Risk Management |
Permalink : |
https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=485344 |