Gebundenes Buch

Handbook of Equity Style Management

Beschreibung

Pioneered by William Sharpe, equity style management is derived from a correlation analysis of various equity style categories, such as value, growth, small cap, medium cap, and foreign stocks. The third edition of the Handbook of Equity Style Management provides a detailed examination of style management, various style management approaches, and new strategies for managing risk and improving returns.

Autor

T. DANIEL COGGIN, PhD, is a nationally recognized investment management consultant with over twenty-five years of experience in investment management and consulting. Dr. Coggin is a frequent speaker at investment industry conferences, and has co-edited three books and written numerous articles and book chapters on quantitative investment management. He earned his PhD in political science from Michigan State University in 1977 with an emphasis on econometrics and quantitative methods. FRANK J. FABOZZI, PhD, CFA, is Editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Dr. Fabozzi is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He is an Advisory Analyst for Global Asset Management (GAM) with responsibilities as Consulting Director for portfolio construction, risk control, and evaluation.

Produktdetails

• Verlag: WILEY & SONS
• 3rd edition
• Seitenzahl: 512
• Erscheinungstermin: 14. Februar 2003
• Englisch
• Abmessung: 235mm x 157mm x 34mm
• Gewicht: 979g
• ISBN-13: 9780471268048
• ISBN-10: 0471268046
• Artikelnr.: 11395572