Quantitative investing for the global markets : strategies, tactics, and advanced analytical techniques /
Đã lưu trong:
| Tác giả khác: | |
|---|---|
| Định dạng: | Sách |
| Ngôn ngữ: | English |
| Được phát hành: |
Chicago :
Glenlake Pub. Co. : Fitzroy Dearborn Publishers,
c1997.
|
| Những chủ đề: | |
| Truy cập trực tuyến: | Table of contents only Publisher description |
Mục lục:
- 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.