Description: Study of the impact of factors on returns on financial assets by Mehrez Ben Nasr This dissertation is an internship report for Typhoon Partner, a UK-based proprietary investment firm specializing in the development of quantitative investment strategies. We focus on intra-sector and inter-sector returns relative to the fundamental characteristics of US equities. After a thorough analysis of the basic concepts of risk and the issues involved in risk management, we will first look at the various risk measures associated with each sector (VaR, Expected Shortfall, etc.). Secondly, using the relevant literature, we apply a statistical model to explain cross-asset returns in the equity universe using the financial ratios selected, with the aim of studying the performance of equities within a sector and between several sectors. Finally, we look at the comparison of investment strategies and portfolio insurance. FORMAT Paperback CONDITION Brand New Details ISBN620798692X Author Mehrez Ben Nasr Pages 72 Publisher Our Knowledge Publishing Year 2024 ISBN-13 9786207986927 Format Paperback Publication Date 2024-08-25 Imprint Our Knowledge Publishing Audience General We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:161536240;
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ISBN-13: 9786207986927
Author: Mehrez Ben Nasr
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Book Title: Study of the impact of factors on returns on financial assets
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