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Handbook of equity style management

Author: T Daniel Coggin; Frank J Fabozzi
Publisher: Hoboken, NJ : Wiley, 2003.
Series: Frank J. Fabozzi series.
Edition/Format:   Print book : English : 3rd edView all editions and formats
Summary:
Beginning with the introduction of "value" and "growth" stocks in the late 1930s, expanding to add the concept of "small cap" stocks in the early 1980s, and progressing to the mathematical formalization of Nobel Laureate William Sharpe in the late 1980s, the methodology of equity style is now an integral part of U.S. and non-U.S. equity analysis and portfolio management. T. Daniel Coggin and Frank J. Fabozzi have  Read more...
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: T Daniel Coggin; Frank J Fabozzi
ISBN: 0471268046 9780471268048
OCLC Number: 52487117
Notes: Previous edition: Summit, N.J.: Fabozzi, 1997.
Description: xv, 496 pages : illustrations ; 24 cm.
Contents: Ch. 1. Style Analysis: Asset Allocation and Performance Evaluation / Arik Ben Dor and Ravi Jagannathan --
Ch. 2. The Many Elements of Equity Style: Quantitative Management of Core, Growth, and Value Strategies / Robert D. Arnott and Christopher G. Luck --
Ch. 3. Models of Equity Style Information / Robert C. Radcliffe --
Ch. 4. Style Analysis: A Ten-Year Retrospective and Commentary / R. Stephen Hardy --
Ch. 5. More Depth and Breadth than the Style Box: The Morningstar Lens / Paul D. Kaplan, James A. Knowles and Don Phillips --
Ch. 6. Using Portfolio Holdings to Improve the Search for Skill / Ronald J. Surz --
Ch. 7. Are Growth and Value Dead?: A New Framework for Equity Investment Styles / Lawrence S. Speideli and John Graves --
Ch. 8. The Style of Investor Expectations / Hersh Shefrin and Meir Statman --
Ch. 9. The Effects of Imprecision and Bias on the Abilities of Growth and Value Management to Outperform their Respective Benchmarks / Robert A. Haugen --
Ch. 10. Style Return Differentials: Illusions, Risk Premiums, or Investment Opportunities / Richard Roll --
Ch. 11. The Persistence of Equity Style Performance: Evidence from Mutual Fund Data / Ronald N. Kahn and Andrew Rudd --
Ch. 12. How the Technology Bubble of 1999-2000 Disrupted Equity Style Investing / Karl Bayer Pinkernell and Richard Bernstein --
Ch. 13. Multistyle Equity Investment Models / Parvez Ahmed, John G. Gallo, Larry J. Lockwood and Sudhir Nanda --
Ch. 14. A Comparison of Fixed versus Flexible Market Capitalization Style Allocations: Don't Be Boxed in by Size / Marc R. Reinganum --
Ch. 15. A Plan Sponsor Perspective on Equity Style Management / Keith Cardoza --
Ch. 16. An Analysis of U.S. and Non-U.S. Equity Style Index Methodologies / H. David Shea --
Ch. 17. Country-Level Equity Style Timing / Clifford Asness, Robert Krail and John Liew --
Ch. 18. Value Investing and the January Effect: Some More International Evidence / Bala Arshanapalli, T. Daniel Coggin and William Nelson --
Ch. 19. Exploring the Mathematical Basis of Returns-Based Style Analysis / Thomas Becker --
Ch. 20. Trading (and Investing) in "Style" Using Futures and Exchange-Traded Funds / Joanne M. Hill.
Series Title: Frank J. Fabozzi series.
Responsibility: T. Daniel Coggin, Frank J. Fabozzi, editors.
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Abstract:

In the Third edition of the Handbook of Equity Style Management over a dozen contributors help readers understand numerous equity related issues, including equity style indicies, foreign stock  Read more...

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