[BOOK][B] Finance for normal people: how investors and markets behave

M Statman - 2017 - books.google.com
Finance for Normal People teaches behavioral finance to people like you and me-normal
people, neither rational nor irrational. We are consumers, savers, investors, and managers …

Alpha-factor integrated risk parity portfolio strategy in global equity fund of funds

TK Lee, SY Sohn - International Review of Financial Analysis, 2023 - Elsevier
This study proposes a principal alpha-style factor integrated risk parity strategy that can
diversify style risk factors and the stock selection risk of external managers in Fund-of-Funds …

Behavioral efficient markets

M Statman - Journal of Portfolio Management, 2018 - search.proquest.com
Discussions about market efficiency in finance are unfocused when they fail to distinguish
between the price-equals-value market hypothesis and the hard-to-beat market hypothesis …

A Tour of the Factor Funhouse.

J Bender - Journal of Portfolio Management, 2023 - search.ebscohost.com
The article focuses on the practical challenges in designing and managing factor strategies
in the context of factor investing. Topics discussed include the emergence of factor investing …

Faculty Advisor, Intrieri Family Student Managed Fund

TA Krause - Equity Markets, Valuation, and Analysis, 2020 - books.google.com
The concept of “smart beta” has attracted increased interest in recent years as investors
seek superior investment performance based on a factor investing approach. Chapter 15 …