Index Fund Management: A Practical Guide to Smart Beta, Factor Investing, and Risk Premia

Author:   Fadi Zaher
Publisher:   Springer Nature Switzerland AG
Edition:   1st ed. 2019
ISBN:  

9783030194024


Pages:   248
Publication Date:   20 September 2020
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Index Fund Management: A Practical Guide to Smart Beta, Factor Investing, and Risk Premia


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Overview

This book brings simplicity to passive investing, smart beta, and factor investing, which is the fastest growing type of investment in the asset management industry. The subject has a strong academic foundation but often taught and presented in a quite complex and unorganized way.In recent years, index and factor investing solutions have been bestsellers. But factor investing success is not a foregone conclusion, and there are plenty of quirks and misprints in the literature. Do investors need a novel approach? The book provides answers to some of these questions in an open and objective fashion. Index fund management is increasingly taught in finance courses at universities. For market practitioners including trustees and investors, this book facilitates an increased understanding of how to invest in index and smart beta strategies, how to implement them, and what to be aware of with concrete and practical real-world examples.

Full Product Details

Author:   Fadi Zaher
Publisher:   Springer Nature Switzerland AG
Imprint:   Springer Nature Switzerland AG
Edition:   1st ed. 2019
Weight:   0.454kg
ISBN:  

9783030194024


ISBN 10:   3030194027
Pages:   248
Publication Date:   20 September 2020
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

1. Introduction: What we talk about in factor investing.- Part I.- 2. Stepping up to factor investing.- 3. Architecture and art of indexation.- Part II.- 4. Equity Factor Investing: Value Stocks.- 5. Equity Factor Investing: High Quality.- 6. Equity Factor Investing: Low Risk.- 7. Equity Factor Investing: Momentum.- 8. Equity Factor Investing: Size.- 9. Equity Multi-Factor Investing.- Part III.- 10. Fixed Income Factor Investing.- 11. Multi-Asset Alternative Risk Premia.

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Author Information

Fadi Zaher is responsible for LGIM’s Index Solutions. His role includes defining and leading LGIM’s Index Solutions across ESG, factor based investing and tailored index strategies. Prior to that, he was Head of Fixed Income Strategy and Research at Barclays Wealth and Investment Management, Head of Bonds and Currencies at Kleinwort Benson, and held other senior positions at various financial institutions in the past 12 years. In his earlier career, Fadi worked at the European Central Bank and was previously a researcher and senior lecturer of finance and econometrics in Sweden. Fadi graduated from Lund University and holds a PhD in financial economics and MSc in economics.

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