Quantitative investing for the global markets : strategies, tactics, and advanced analytical techniques /
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| Other Authors: | |
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| Format: | Book |
| Language: | English |
| Published: |
Chicago :
Glenlake Pub. Co. : Fitzroy Dearborn Publishers,
c1997.
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| Subjects: | |
| Online Access: | Table of contents only Publisher description |
Table of Contents:
- Machine generated contents note: 1. The $40 Trillion Market: Global Stock and Bond Capitalizations and Returns, 1
- Laurence B. Siegel
- 2. Why Invest Globally?, 33
- Jarrod W. Wilcox
- 3. Quantitative Investing, 57
- Jarrod W. Wilcox
- 4. The Critical Role of Fundamental Research, 93
- Michael Even and William J. Kennedy, Jr.
- 5. Global Sector Allocation, 111
- Ross Paul Bruner
- 6. Style-Based Country-Selection Strategies, 145
- Rosemary Macedo
- 7. Style Indexes: Powerful Tools for Building Global Stock-Selection Models, 169
- David A. Umstead, Michael P. McElroy, H. David Shea, and
- Dennis Fogarty
- 8. The Case for Global Small Stocks, 203
- Lawrence S. Speidell and Douglas Stone
- 9. The Cross-Sectional Determinants of Emerging Equity Market Returns, 221
- Geert Bekaert, Claude B. Erb, Campbell R. Harvey, and Tadas E. Viskanta
- 10. Prediction of Currency Movements, 273
- Michael F. Wilcox
- 11. Portfolio Construction and Risk Management, 311
- Ross Paul Bruner
- 12. Implementing Global Investment Strategies, 337
- Wayne H. Wagner and Carole A. Ryavec.