Makes factor investing more approachable with concrete and practical real-world examples
Helps readers understand which factors have value and how to incorporate them into a portfolioIncludes ideas from academic research alongside the author's expertise as a finance practitioner

Autorentext

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.

Inhalt

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.