Academic literature on the topic 'Factor investing'
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Journal articles on the topic "Factor investing"
Blitz, David. "Factor Investing Revisited." Journal of Index Investing 6, no. 2 (2015): 7–17. http://dx.doi.org/10.3905/jii.2015.6.2.007.
Full textKim, Jang Ho, Woo Chang Kim, and Frank J. Fabozzi. "Robust Factor-Based Investing." Journal of Portfolio Management 43, no. 5 (2017): 157–64. http://dx.doi.org/10.3905/jpm.2017.43.5.157.
Full textHenke, Harald, Hendrik Kaufmann, Philip Messow, and Jieyan Fang-Klingler. "Factor Investing in Credit." Journal of Index Investing 11, no. 1 (2020): 33–51. http://dx.doi.org/10.3905/jii.2020.1.085.
Full textSakkas, Athanasios, and Nikolaos Tessaromatis. "Factor based commodity investing." Journal of Banking & Finance 115 (June 2020): 105807. http://dx.doi.org/10.1016/j.jbankfin.2020.105807.
Full textMelas, Dimitris. "The Future of Factor Investing." Journal of Portfolio Management 48, no. 2 (2021): 15–25. http://dx.doi.org/10.3905/jpm.2021.1.308.
Full textSwade, Alexander, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon, and Jay Raol. "Macro Factor Investing with Style." Journal of Portfolio Management 48, no. 2 (2021): 80–104. http://dx.doi.org/10.3905/jpm.2021.1.306.
Full textFabozzi, Frank J. "Introduction: Quantitative Strategies: Factor Investing." Journal of Portfolio Management 46, no. 2 (2019): 1–4. http://dx.doi.org/10.3905/jpm.2019.46.2.001.
Full textLaborda, Juan, Ricardo Laborda, and Jose Olmo. "Investing in the size factor." Quantitative Finance 16, no. 1 (2015): 85–100. http://dx.doi.org/10.1080/14697688.2015.1051098.
Full textKoedijk, Kees G., Alfred M. H. Slager, and Philip A. Stork. "Investing in Systematic Factor Premiums." European Financial Management 22, no. 2 (2016): 193–234. http://dx.doi.org/10.1111/eufm.12081.
Full textKim, Jungmu, and Yuen Jung Park. "Is Factor Investing Sustainable after Price Impact Costs? The Capacity of Factor Investing in Korea." Sustainability 11, no. 17 (2019): 4797. http://dx.doi.org/10.3390/su11174797.
Full textDissertations / Theses on the topic "Factor investing"
Palesa, Elia <1993>. "Factor Investing." Master's Degree Thesis, Università Ca' Foscari Venezia, 2017. http://hdl.handle.net/10579/10630.
Full textSaliba, Tommy, and Philip Thulin. "Smart Beta Factor Investing." Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-44086.
Full textPantchev, V. (Vekil). "Factor investing with risk parity portfolios." Master's thesis, University of Oulu, 2017. http://urn.fi/URN:NBN:fi:oulu-201709062850.
Full textMansnérus, B. (Ben). "Factor investing using risk parity optimization." Master's thesis, University of Oulu, 2018. http://urn.fi/URN:NBN:fi:oulu-201811283113.
Full textVarejes, Luc. "Interaction effects within factor investing in a South African context." Master's thesis, University of Cape Town, 2017. http://hdl.handle.net/11427/25531.
Full textPettersson, Anton. "Investing made easy : Make pension investment based on one single factor." Thesis, Jönköping University, Internationella Handelshögskolan, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-48565.
Full textMolander, Jonathan, and Loo Lennart van. "Active Versus Passive Investing : A Comparative Analysis." Thesis, Internationella Handelshögskolan, Jönköping University, IHH, Företagsekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-49153.
Full textCosentino, Matteo <1989>. "Sin Stocks and Sustainable Investing. An Empirical Study on Multi-factor Models." Master's Degree Thesis, Università Ca' Foscari Venezia, 2021. http://hdl.handle.net/10579/18523.
Full textAdolfsson, Teodor, and Henrik Domellöf. "Factor Investing on the Swedish Stock Market : A Quantitative Study of a Model Based on Quality and Value." Thesis, Umeå universitet, Företagsekonomi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-149715.
Full textNordström, Daniel, and Sofia Lindh. "Magic Formula på den svenska aktiemarknaden : Kan en värdeinvesteringsstrategi generera abnormal avkastning på lång sikt?" Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-414789.
Full textBooks on the topic "Factor investing"
(Zambia), Investment Centre, ed. Investing in Zambia: Zambia's factor costs. Zambia Investment Centre, 2000.
Find full textBilmes, Linda. The people factor: Strengthening America by investing in public service. Brookings Institution Press, 2009.
Find full textBilmes, Linda. The people factor: Strengthening America by investing in public service. Brookings Institution Press, 2009.
Find full textAdesi, Giovanni Barone, and Nicola Carcano, eds. Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1007/978-1-137-56486-3.
Full textDzioubinski, Oleg. Overcoming barriers to investing in energy efficiency. United Nations, 2017.
Find full textMarcos M. Lopez de Prado. Causal Factor Investing: Can Factor Investing Become Scientific? Cambridge University Press, 2023.
Find full textDummies, The Experts at. Factor Investing for Dummies. Wiley & Sons, Limited, John, 2023.
Find full textMaendel, James, and Paul Mladjenovic. Factor Investing for Dummies. Wiley & Sons, Incorporated, John, 2022.
Find full textBook chapters on the topic "Factor investing"
Zhang, Michael, Tao Lu, and Chuan Shi. "Factor Investing." In Navigating the Factor Zoo. Routledge, 2024. http://dx.doi.org/10.4324/9781003480204-1.
Full textLumholdt, Henrik. "Factor Investing I." In Strategic and Tactical Asset Allocation. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89554-3_6.
Full textLumholdt, Henrik. "Factor Investing II." In Strategic and Tactical Asset Allocation. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89554-3_7.
Full textZaher, Fadi. "Fixed Income Factor Investing." In Index Fund Management. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-19400-0_10.
Full textZaher, Fadi. "Equity Factor Investing: Quality." In Index Fund Management. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-19400-0_5.
Full textZaher, Fadi. "Equity Factor Investing: Momentum." In Index Fund Management. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-19400-0_7.
Full textZaher, Fadi. "Equity Factor Investing: Size." In Index Fund Management. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-19400-0_8.
Full textZaher, Fadi. "Equity Multi-Factor Investing." In Index Fund Management. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-19400-0_9.
Full textFraser-Sampson, Guy. "New Developments: Trend and Risk-Factor Investing." In Intelligent Investing. Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137264091_10.
Full textZhang, Michael, Tao Lu, and Chuan Shi. "Machine Learning in Factor Investing." In Navigating the Factor Zoo. Routledge, 2024. http://dx.doi.org/10.4324/9781003480204-12.
Full textConference papers on the topic "Factor investing"
KARTAWINATA, BUDI RUSTANDI, Silvi Amisha Putri, DYAH MAHARANI, Toto Sudibyo, and Aldi Akbar. "Comparative analysis of factors affecting individual interest in online investing in Indonesia (a study on Generation Z of Ajaib and Bareksa customers)." In International Conference on Medical Imaging, Electronic Imaging, Information Technologies, and Sensors (MIEITS 2025), edited by Kamal Jadidy Aval, Lazim Abdullah, and Samad Rashid. SPIE, 2025. https://doi.org/10.1117/12.3058316.
Full textZhou, Hai Jun, Ping Zhang, and Xiao Rong Chen. "Analysis of Risks and Countermeasures for Control Systems in the Overseas Export of Manufacturing Industry's Mechanical and Electrical Equipment." In 12th Annual International Conference on Material Science and Engineering. Trans Tech Publications Ltd, 2025. https://doi.org/10.4028/p-mkhf55.
Full textSimon, Shahril, Mohd Omar, Norazliani Md Lazam, and Mohd Nazrul Mohd Amin. "Factor investing based on Musharakah principle." In THE 22ND NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES (SKSM22): Strengthening Research and Collaboration of Mathematical Sciences in Malaysia. AIP Publishing LLC, 2015. http://dx.doi.org/10.1063/1.4932468.
Full textDing, Yujie, Wenting Tu, Chuan Qin, and Jun Chang. "A grouping-based AdaBoost method for factor investing." In 2022 IEEE 34th International Conference on Tools with Artificial Intelligence (ICTAI). IEEE, 2022. http://dx.doi.org/10.1109/ictai56018.2022.00011.
Full textNuriyev, Dmitriy, Songyun Duan, and Lingjie Yi. "Augmenting Equity Factor Investing with Global Macro Regimes." In ICAIF '24: 5th ACM International Conference on AI in Finance. ACM, 2024. http://dx.doi.org/10.1145/3677052.3698620.
Full textLiu HongChuan, Ji Bo, Lu HongXing, and Xu Bin. "An IB Classification Algorithm for quantitative investing multi-factor model." In 2016 7th IEEE International Conference on Software Engineering and Service Science (ICSESS). IEEE, 2016. http://dx.doi.org/10.1109/icsess.2016.7883244.
Full textMalikov, Jafar Zafarjonovich. "INVESTING IN INFORMATION TECHNOLOGY AS A FACTOR IN THE DEVELOPMENT OF EDUCATION." In Актуальные аспекты развития современной науки. Самарский государственный экономический университет, 2021. http://dx.doi.org/10.46554/cadms-2020-pp.134.
Full textCui, Xiangru, Qizhen Tang, and Yiyun Yang. "Factor Investing Strategy Investigation and Optimization for Chinese Stock Market with Backtesting and Implementation." In 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021). Atlantis Press, 2021. http://dx.doi.org/10.2991/assehr.k.211209.190.
Full textSuleeva, Diliara. "Diffuse Processes as a Factor of Success and Scale in the Development of Innovative Economy." In International Conference on Eurasian Economies. Eurasian Economists Association, 2018. http://dx.doi.org/10.36880/c10.02089.
Full textWei, Zikai, Anyi Rao, Bo Dai, and Dahua Lin. "HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE." In Thirty-Second International Joint Conference on Artificial Intelligence {IJCAI-23}. International Joint Conferences on Artificial Intelligence Organization, 2023. http://dx.doi.org/10.24963/ijcai.2023/545.
Full textReports on the topic "Factor investing"
Cong, Lin William, Shiyang Huang, and Douglas Xu. The Rise of Factor Investing: "Passive" Security Design and Market Implications. National Bureau of Economic Research, 2024. http://dx.doi.org/10.3386/w32016.
Full textLawrence, Steven Lawrence, and Reina Mukai Mukai. Key Facts on Mission Investing. Foundation Center, 2011. http://dx.doi.org/10.15868/socialsector.13579.
Full textEdmiston, Kelly, Anna Fitzgerald, Patrick Cho, and Jeffrey Czajkowski. Social Impact Investing in the Insurance Industry. Center for Insurance Policy and Research, 2024. https://doi.org/10.52227/26895.2024.
Full textPutriastuti, Massita Ayu Cindy, Vivi Fitriyanti, Vivid Amalia Khusna, and Inka B. Yusgiantoro. Crowdfunding Potential: Willingness to Invest and Donate for Green Project in Indonesia. Purnomo Yusgiantoro Center, 2022. http://dx.doi.org/10.33116/pycrr-1.
Full textSchumacher, Kim, ed. Environmental, Social, and Governance (ESG) Factors and Green Productivity: The Impacts of Greenwashing and Competence Greenwashing on Sustainable Finance and ESG Investing. Asian Productivity Organization, 2022. http://dx.doi.org/10.61145/vgpq5718.
Full textArza, Valeria, and Andrés López. Innovation and Productivity in the Argentine Manufacturing Sector. Inter-American Development Bank, 2010. http://dx.doi.org/10.18235/0010992.
Full textQuak, Evert-jan, Kelbesa Megersa, and Keir Macdonald. The Commercial and Financial Case for Responsible Business Conduct and What Works for Promotion. Institute of Development Studies, 2023. http://dx.doi.org/10.19088/k4d.2023.004.
Full textBland, Jennifer A., Steven W. Wojcikiewicz, Linda Darling-Hammond, and Wesley Wei. Strengthening Pathways Into the Teaching Profession in Texas: Challenges and Opportunities. Learning Policy Institute, 2023. http://dx.doi.org/10.54300/957.902.
Full textSlattery, Kevin. Unsettled Topics on the Benefit of Additive Manufacturing for Production at the Point of Use in the Mobility Industry. SAE International, 2021. http://dx.doi.org/10.4271/epr2021006.
Full textArewa, Moyosore, and Fabrizio Santoro. An Introduction to Digital Tax Payment Systems in Low-and Middle-Income Countries. Institute of Development Studies, 2022. http://dx.doi.org/10.19088/ictd.2022.019.
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