This revised 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. Over a dozen contributors cover topics such as: overview of equity style indices, implications of style in foreign stock investing, tactical style management, and equity style benchmarks for fund analysis.
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Book Description
Editorial Reviews
From the Back Cover
This revised 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. Over a dozen contributors cover topics such as: overview of equity style indices, implications of style in foreign stock investing, tactical style management, and equity style benchmarks for fund analysis.
T. Daniel Coggin is Director of Economic Research for Gerber/Taylor Associates and serves on the editorial board of the Journal of Portfolio Management and the Review of Quantitative Finance and Accounting.
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University?s School of Management.
Robert D. Arnott is President and CEO of First Quadrant. He is the coeditor of Active Asset Allocation and a member of the editorial board of the Journal of Portfolio Management and Investing.
About the Author
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. --This text refers to an alternate Hardcover edition.
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More About the Author
Frank J. Fabozzi is Professor in the Practice of Finance and Becton Fellow at the Yale School of Management and Editor of the Journal of Portfolio Management. He is a Chartered Financial Analyst and earned a doctorate in economics from the City University of New York.
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Most Helpful Customer Reviews
4 of 6 people found the following review helpful:
3.0 out of 5 stars
Expected more practical stuff from it,
By Novice Reviewer "N.T." (Sydney) - See all my reviews
This review is from: Handbook of Equity Style Management, 3rd Edition (Hardcover)
I bought this book in hope to learn about the practical side of style management - how to calculate information coefficients and how to explain them, how to do single and multivariate regressions on the portfolio, etc. If that is what you want, get another book. Once you read it, come back and read this book, and it will give you a deeper understanding of the usage, history, theory behind it.
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Inside This Book
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First Sentence:
Several changes have taken place in the past three decades in the U.S. capital markets. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
equity style indexes, constrained multivariate linear regression, equity style investing, cap style indexes, market capitalization exposure, portfolio styling, equity style analysis, equity style benchmark, excess return series, country equity indexes, valuation dimension, world market movements, active style management, micro cap portfolio, large cap portfolio, effective asset mix, value investment strategies, mega cap, benchmark asset classes, style coefficients, equity investment style, perfect foresight tests, mid cap portfolio, style management strategies, equity style management Key Phrases - Capitalized Phrases (CAPs): (learn more)
United States, Dow Jones, First Call, Max Cap, Journal of Portfolio Management, Journal of Finance, Analyst Rating, Financial Economics, Market Core, Efficient Market Line, Holland Capital, Value Russell, Daniel Coggin, Growth Value, Merrill Lynch Quantitative Strategy, Salomon Smith Barney, Wilshire Target Indexes, Zephyr Associates, Ariel Capital, Russell Top, Consumer Staples, Dynamic Styling, Fidelity Magellan, Frank Russell Company, Geewax Terker New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Several changes have taken place in the past three decades in the U.S. capital markets. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
equity style indexes, constrained multivariate linear regression, equity style investing, cap style indexes, market capitalization exposure, portfolio styling, equity style analysis, equity style benchmark, excess return series, country equity indexes, valuation dimension, world market movements, active style management, micro cap portfolio, large cap portfolio, effective asset mix, value investment strategies, mega cap, benchmark asset classes, style coefficients, equity investment style, perfect foresight tests, mid cap portfolio, style management strategies, equity style management Key Phrases - Capitalized Phrases (CAPs): (learn more)
United States, Dow Jones, First Call, Max Cap, Journal of Portfolio Management, Journal of Finance, Analyst Rating, Financial Economics, Market Core, Efficient Market Line, Holland Capital, Value Russell, Daniel Coggin, Growth Value, Merrill Lynch Quantitative Strategy, Salomon Smith Barney, Wilshire Target Indexes, Zephyr Associates, Ariel Capital, Russell Top, Consumer Staples, Dynamic Styling, Fidelity Magellan, Frank Russell Company, Geewax Terker New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 19
books:
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39
books
cite this book:
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- Futures, Options and Swaps 4e +CD by Robert W. Kolb on page 476
- Fixed Income Securities by Frank J. Fabozzi CFA in Front Matter
- Interest Rate, Term Structure, and Valuation Modeling by Frank J. Fabozzi CFA in Front Matter
- Focus on Value: A Corporate and Investor Guide to Wealth Creation by James L. Grant in Front Matter
- Real Options and Option-Embedded Securities by William T. Moore in Front Matter
See all 19 books this book cites
- Equity Portfolio Management by Frank J. Fabozzi CFA on 9 pages
- Active Equity Portfolio Management (Frank J. Fabozzi Series) by Frank J. Fabozzi CFA on 8 pages
- Portfolio Theory and Performance Analysis (The Wiley Finance Series) by Noel Amenc on 6 pages
- Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series) by Svetlozar T. Rachev on 5 pages
- Applied Equity Analysis: Stock Valuation Techniques for Wall Street Professionals by James English on 4 pages
See all 39 books citing this book
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