Asset Management: A Systematic Approach to Factor Investing

Andrew Ang

ISBN 10: 0199959323 / ISBN 13: 9780199959327

Published by Oxford University Press Inc, 2014

About this Item

Series: Financial Management Association Survey & Synthesis Series. Num Pages: 720 pages, black & white illustrations, black & white tables, figures, graphs. BIC Classification: KCA; KFFM. Category: (G) General (US: Trade). Dimension: 248 x 174 x 41. Weight in Grams: 1156. . 2014. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.

Seller Inventory # V9780199959327

Bibliographic Details

• Title: Asset Management: A Systematic Approach to Factor Investing
• Publisher: Oxford University Press Inc
• Publication Date: 2014
• Language: English
• ISBN 10: 0199959323
• ISBN 13: 9780199959327
• Binding: Hardcover
• Condition: New

About this title

Synopsis

In Asset Management: A Systematic Approach to Factor Investing, Professor Andrew Ang presents a comprehensive, new approach to the age-old problem of where to put your money. Years of experience as a finance professor and a consultant have led him to see that what matters aren't asset class labels, but instead the bundles of overlapping risks they represent. Factor risks must be the focus of our attention if we are to weather market turmoil and receive the rewards that come with doing so.

Clearly written yet full of the latest research and data, Asset Management is indispensable reading for trustees, professional money managers, smart private investors, and business students who want to understand the economics behind factor risk premiums, to harvest them efficiently in their portfolios, and to embark on the search for true alpha.

About the Author

Andrew Ang is the Ann F. Kaplan Professor of Business at Columbia Business School. He is a financial economist whose work centers on understanding the nature of risk and return in asset prices. His work spans bond markets, equities, asset management and portfolio allocation, and alternative investments. Prof. Ang has served as associate editor for several leading journals, and he has received grants from various government and industry organizations. He has consulted for several financial institutions, most often the Norwegian sovereign wealth fund. Prof. Ang received a Bachelor of Economics with First Class Honours from Macquarie University, Sydney, and a Masters of Statistics and PhD in Finance from Stanford University.