Equity Management: Quantitative Analysis for Stock Selection

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ISBN: 978-0-07-134686-3
Verlag: McGraw-Hill Education - Europe

Buch, Englisch, 400 Seiten, Format (B × H): 158 mm x 235 mm, Gewicht: 726 g

Reihe: McGraw-Hill Library of Investment and Finance

Autoren/Hrsg.

Jacobs, Bruce

Levy, Kenneth

Inhaltsverzeichnis

Introduction. Part One: Selecting Securities. Chapter 1. The Complexity of the Stock Market. Chapter 2. Disentagling Equity Return Regularities: New Insights and Investment Opportunities. Chapter 3. On the Value of 'Value'. Chapter 4. Calendar Anomalies: Abnormal Returns at Calendar Turning Points. Chapter 5. Forecasting the Size Effect. Chapter 6. Earnings Estimates, Predictor Specifications, and Measurement Error. Part Two: Managing Portfolios. Chapter 7. Engineering Portfolios: A Unified Approach. Chapter 8. The Law of One Alpha. Chapter 9. Residual Risk: How Much Is Too Much? Chapter 10. High-Definition Style Rotation. Part Three: Expanding Opportunities. Chapter 11. Long-Short Equity Investing. Chapter 12. Myths about Long-Short. Chapter 13. The Long and Short on Long-Short. Chapter 14. Long-Short Portfolio Management: an Integrated Approach. Chapter 15. Alpha Transport with Derivatives. Index.

Über Autor(innen)

Jacobs, Bruce
Bruce I. Jacobs holds a Ph.D. in finance from the Wharton School of the University of Pennsylvania. He is the author of Too Smart for Our Own Good: Ingenious Investment Strategies, Illusions of Safety, and Market Crashes, and Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes, and co-editor, with Ken Levy, of Market Neutral Strategies. He serves on the advisory board of the Journal of Portfolio Management.

Levy, Kenneth
Kenneth N. Levy holds an MBA and an MA in applied economics from the Wharton School of the University of Pennsylvania. He is co-editor, with Bruce Jacobs, of Market Neutral Strategies. A Chartered Financial Analyst, he has served on the CFA Institute's candidate curriculum committee.Bruce I. Jacobs and Kenneth N. Levy are cofounders and cochief investment officers of Jacobs Levy Equity Management, which manages $8 billion for a prestigious global roster of corporate defined benefit and defined contribution plans, public retirement systems, subadvised funds, and endowments/foundations.