عنوان

Equity valuation and portfolio management

9780470929919 (cloth)

لاتين

Frank J. Fabozzi, Harry M. Markowitz, editors

Equity valuation and portfolio management

Hoboken, N.J.

John Wiley & Sons,

c2011

xxvi, 550 p.

The Frank J. Fabozzi series

مرجع به حساب نمي آيد

Includes bibliographical references and index.

ch. 1. An Introduction to Quantitative Equity Investing / Paul Bukowski -- ch. 2. Equity Analysis Using Traditional and Value-Based Metrics / James L. Grant and Frank J. Fabozzi -- ch. 3. A Franchise Factor Approach to Modeling P/E Orbits / Stanley Kogelman and Martin L. Leibowitz -- ch. 4. Relative Valuation Methods for Equity Analysis / Glen A. Larsen Jr., Frank J. Fabozzi, and Chris Gowlland -- ch. 5. Valuation over the Cycle and the Distribution of Returns / Anders Ersbak Bang Nielsen and Peter C. Oppenheimer -- ch. 6. An Architecture for Equity Portfolio Management / Bruce I. Jacobs and Kenneth N. Levy -- ch. 7. Equity Analysis in a Complex Market / Bruce I. Jacobs and Kenneth N. Levy -- ch. 8. Survey Studies of the Use of Quantitative Equity Management / Frank J. Fabozzi, Sergio M. Focardi, and Caroline L. Jonas -- ch. 9. Implementable Quantitative Equity Research / Frank J. Fabozzi, Sergio M. Focardi, and K. C. Ma -- ch. 10. Tracking Error and Common Stock Portfolio Management / Raman Vardharaj, Frank J. Fabozzi, and Frank J. Jones -- ch. 11. Factor-Based Equity Portfolio Construction and Analysis / Petter N. Kolm, Joseph A. Cerniglia, and Frank J. Fabozzi -- ch. 12. Cross-Sectional Factor-Based Models and Trading Strategies / Joseph A. Cerniglia, Petter N. Kolm, and Frank J. Fabozzi -- ch. 13. Multifactor Equity Risk Models and Their Applications / Anthony Lazanas, Antonio Baldaque da Silva, Arne D. Staal, and Cenk Ural -- ch. 14. Dynamic Factor Approaches to Equity P

Corporations, Valuation

Portfolio management

مولف

Markowitz, H.(Harry),1927-

Fabozzi, Frank J.