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Handbook of equity style management / T. Daniel Coggin, Frank J. Fabozzi, editors.

Contributor(s): Material type: TextTextSeries: Frank J. Fabozzi seriesPublication details: Hoboken, NJ : Wiley, c2003.Edition: 3rd edDescription: xv, 496 p. : ill. ; 24 cmISBN:
  • 0471268046
Subject(s): LOC classification:
  • HG4529.5 .H365 2003
Contents:
About the Editors. Preface. Overview of the Book. Contributing Authors. CHAPTER 1. Style Analysis: Asset Allocation and Performance Evaluation (Arik Ben Dor and Ravi Jagannathan). CHAPTER 2. The Many Elements of Equity Style: Quantitative Management of Core, Growth, and Value Strategies (Robert D. Arnott and Christopher G. Luck). CHAPTER 3. Models of Equity Style Information (Robert C. Radcliffe). CHAPTER 4. Style Analysis: A Ten Year Retrospective and Commentary (R. Stephen Hardy). CHAPTER 5. More Depth and Breadth than the Style Box: The Morningstar Lens (Paul D. Kaplan, James A. Knowles, and Don Phillips). CHAPTER 6. Using Portfolio Holdings to Improve the Search for Skill (Ronald J. Surz). CHAPTER 7. Are Growth and Value Dead?: A New Framework for Equity Investment Styles (Lawrence S. Speidell and John Graves). CHAPTER 8. The Style of Investor Expectations (Hersh Shefrin and Meir Statman). CHAPTER 9. The Effects of Imprecision and Bias on the Abilities of Growth and Value Managers to Outperform their Respective Benchmarks (Robert A. Haugen). CHAPTER 10. Style Return Differentials: Illusions, Risk Premiums, or Investment Opportunities (Richard Roll). CHAPTER 11. The Persistence of Equity Style Performance: Evidence from Mutual Fund Data (Ronald N. Kahn and Andrew Rudd). CHAPTER 12. How the Technology Bubble of 1999 2000 Disrupted Equity Style Investing (Kari Bayer Pinkernell and Richard Bernstein). CHAPTER 13. Multistyle Equity Investment Models (Parvez Ahmed, John G. Gallo, Larry J. Lockwood, and Sudhir Nanda). CHAPTER 14. A Comparison of Fixed versus Flexible Market Capitalization Style Allocations: Don't Be Boxed in by Size (Marc R Reinganum). CHAPTER 15. A Plan Sponsor Perspective on Equity Style Management (Keith Cardoza). CHAPTER 16 An Analysis of U.S. and Non U.S. Equity Style Index Methodologies (H. David Shea). CHAPTER 17. Country Level Equity Style Timing (Clifford Asness, Robert Krail, and John Liew). CHAPTER 18. Value Investing.
Summary: 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.
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Holdings
Item type Current library Call number Copy number Status Barcode
Books Library First Floor HG4529.5 .H365 2003 (Browse shelf(Opens below)) 1 Available 7945

Previous ed.: Summit, N.J.: Fabozzi, 1997.

Includes bibliographical references and index.

About the Editors. Preface. Overview of the Book. Contributing Authors. CHAPTER 1. Style Analysis: Asset Allocation and Performance Evaluation (Arik Ben Dor and Ravi Jagannathan). CHAPTER 2. The Many Elements of Equity Style: Quantitative Management of Core, Growth, and Value Strategies (Robert D. Arnott and Christopher G. Luck). CHAPTER 3. Models of Equity Style Information (Robert C. Radcliffe). CHAPTER 4. Style Analysis: A Ten Year Retrospective and Commentary (R. Stephen Hardy). CHAPTER 5. More Depth and Breadth than the Style Box: The Morningstar Lens (Paul D. Kaplan, James A. Knowles, and Don Phillips). CHAPTER 6. Using Portfolio Holdings to Improve the Search for Skill (Ronald J. Surz). CHAPTER 7. Are Growth and Value Dead?: A New Framework for Equity Investment Styles (Lawrence S. Speidell and John Graves). CHAPTER 8. The Style of Investor Expectations (Hersh Shefrin and Meir Statman). CHAPTER 9. The Effects of Imprecision and Bias on the Abilities of Growth and Value Managers to Outperform their Respective Benchmarks (Robert A. Haugen). CHAPTER 10. Style Return Differentials: Illusions, Risk Premiums, or Investment Opportunities (Richard Roll). CHAPTER 11. The Persistence of Equity Style Performance: Evidence from Mutual Fund Data (Ronald N. Kahn and Andrew Rudd). CHAPTER 12. How the Technology Bubble of 1999 2000 Disrupted Equity Style Investing (Kari Bayer Pinkernell and Richard Bernstein). CHAPTER 13. Multistyle Equity Investment Models (Parvez Ahmed, John G. Gallo, Larry J. Lockwood, and Sudhir Nanda). CHAPTER 14. A Comparison of Fixed versus Flexible Market Capitalization Style Allocations: Don't Be Boxed in by Size (Marc R Reinganum). CHAPTER 15. A Plan Sponsor Perspective on Equity Style Management (Keith Cardoza). CHAPTER 16 An Analysis of U.S. and Non U.S. Equity Style Index Methodologies (H. David Shea). CHAPTER 17. Country Level Equity Style Timing (Clifford Asness, Robert Krail, and John Liew). CHAPTER 18. Value Investing.

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.

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