Equity valuation and portfolio management

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August 2, 2020 | History

Equity valuation and portfolio management

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"A detailed look at equity valuation and portfolio management Equity valuation is a method of valuing stock prices using fundamental analysis to determine the worth of the business and discover investment opportunities. In Equity Valuation and Portfolio Management Frank J. Fabozzi and Harry M. Markowitz explain the process of equity valuation, provide the necessary mathematical background, and discuss classic and new portfolio strategies for investment managers. Divided into two comprehensive parts, this reliable resource focuses on valuation and portfolio strategies related to equities.* Discusses both fundamental and new techniques for valuation and strategies Fabozzi and Markowitz are experts in the fields of investment management and economics Includes end of chapter bullet point summaries, key chapter take-aways, and study questions Filled with in-depth insights and practical advice, Equity Valuation and Portfolio Management will put you in a better position to excel at this challenging endeavor"--Back cover.

Publish Date
Publisher
John Wiley & Sons
Language
English
Pages
550

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Edition Availability
Cover of: Equity valuation and portfolio management
Equity valuation and portfolio management
2011, John Wiley & Sons
in English

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Book Details


Table of Contents

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, Antn̤io Baldaque da Silva, Arne D. Staal, and Cenk Ural
ch. 14. Dynamic Factor Approaches to Equity Portfolio Management / Dorsey D. Farr
ch. 15. A Factor Competition Approach to Stock Selection / Joseph Mezrich and Junbo Feng
ch. 16. Avoiding Unintended Country Bets in Global Equity Portfolios / Michele Aghassi, Cliff Asness, Oktay Kurbanov, and Lars N. Nielsen
ch. 17. Modeling Market Impact Costs / Petter N. Kolm and Frank J. Fabozzi
ch. 18. Equity Portfolio Selection in Practice / Dessislava A. Pachamanova and Frank J. Fabozzi
ch. 19. Portfolio Construction and Extreme Risk / Jennifer Bender, Jyh-Huei Lee, and Dan Stefek
ch. 20. Working with High-Frequency Data / Irene Aldridge
ch. 21. Statistical Arbitrage / Brian J. Jacobsen.

Edition Notes

Includes bibliographical references and index.

Published in
Hoboken, N.J
Series
The Frank J. Fabozzi series, Frank J. Fabozzi series

Classifications

Dewey Decimal Class
332.63221, 332.63221
Library of Congress
HG4028.V3 E68 2011, HG4529

The Physical Object

Pagination
xxvi, 550 p. :
Number of pages
550

ID Numbers

Open Library
OL25317745M
ISBN 10
047092991X, 1118156536, 1118156544, 1118156552
ISBN 13
9780470929919, 9781118156537, 9781118156544, 9781118156551
LCCN
2012361181
OCLC/WorldCat
694394201

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August 2, 2020 Edited by ImportBot import existing book
May 16, 2012 Created by LC Bot import new book