Commentaire :

ISBN 13 : 978-0-470-92991-9

Sommaire : Contributors : Paul Bukowski, James L. Grant, Frank J. Fabozzi, Stanley Kogelman , Martin L. Leibowitz, Glen A. Larsen Jr., Chris Gowlland, Anders Ersbak Bang Nielsen, Peter C. Oppenheimer, Bruce I. Jacobs, Kenneth N. Levy, Sergio M. Focardi, Caroline L. Jonas, K. C. Ma, Raman Vardharaj, Frank J. Jones , Petter N. Kolm, Joseph A. Cerniglia, Anthony Lazanas, António Baldaque da Silva, Arne D. Staal, and Cenk Ural, Dorsey D. Farr, Joseph Mezrich, Junbo Feng, Michele Aghassi, Cliff Asness, Oktay Kurbanov, and Lars N. Nielsen, Dessislava A. Pachamanova, Jennifer Bender, Jyh-Huei Lee, Dan Stefek, Irene Aldridge, Brian J. Jacobsen

Preface
About the Editors
Contributing Authors

CHAPTER 1: An Introduction to Quantitative Equity Investing
CHAPTER 2: Equity Analysis Using Traditional and Value-Based Metrics
CHAPTER 3: A Franchise Factor Approach to Modeling P/E Orbits
CHAPTER 4: Relative Valuation Methods for Equity Analysis
CHAPTER 5: Valuation over the Cycle and the Distribution of Returns
CHAPTER 6: An Architecture for Equity Portfolio Management
CHAPTER 7: Equity Analysis in a Complex Market
CHAPTER 8: Survey Studies of the Use of Quantitative Equity Management
CHAPTER 9: Implementable Quantitative Equity Research
CHAPTER 10: Tracking Error and Common Stock Portfolio Management
CHAPTER 11: Factor-Based Equity Portfolio Construction and Analysis
CHAPTER 12: Cross-Sectional Factor-Based Models and Trading Strategies
CHAPTER 13: Multifactor Equity Risk Models and Their Applications
CHAPTER 14: Dynamic Factor Approaches to Equity Portfolio Management
CHAPTER 15: A Factor Competition Approach to Stock Selection
CHAPTER 16: Avoiding Unintended Country Bets in Global Equity Portfolios
CHAPTER 17: Modeling Market Impact Costs
CHAPTER 18: Equity Portfolio Selection in Practice
CHAPTER 19: Portfolio Construction and Extreme Risk
CHAPTER 20: Working with High-Frequency Data
CHAPTER 21: Statistical Arbitrage

About the Website
Index

Langue : Anglais

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque