Coverart for item
The Resource Equity valuation and portfolio management, Frank J. Fabozzi, Harry M. Markowitz, editors

Equity valuation and portfolio management, Frank J. Fabozzi, Harry M. Markowitz, editors

Label
Equity valuation and portfolio management
Title
Equity valuation and portfolio management
Statement of responsibility
Frank J. Fabozzi, Harry M. Markowitz, editors
Contributor
Subject
Language
eng
Summary
"A detailed look at equity valuation and portfolio management Equity valuation is a method of valuing stock prices using fundamental analysis to determine the worth of the business and discover investment opportunities. In Equity Valuation and Portfolio Management Frank J. Fabozzi and Harry M. Markowitz explain the process of equity valuation, provide the necessary mathematical background, and discuss classic and new portfolio strategies for investment managers. Divided into two comprehensive parts, this reliable resource focuses on valuation and portfolio strategies related to equities.* Discusses both fundamental and new techniques for valuation and strategies* Fabozzi and Markowitz are experts in the fields of investment management and economics* Includes end of chapter bullet point summaries, key chapter take-aways, and study questions Filled with in-depth insights and practical advice, Equity Valuation and Portfolio Management will put you in a better position to excel at this challenging endeavor"--Back cover
Member of
Cataloging source
BTCTA
Dewey number
332.63221
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1927-
http://library.link/vocab/relatedWorkOrContributorName
  • Fabozzi, Frank J
  • Markowitz, H.
Series statement
The Frank J. Fabozzi series
http://library.link/vocab/subjectName
  • Corporations
  • Portfolio management
Label
Equity valuation and portfolio management, Frank J. Fabozzi, Harry M. Markowitz, editors
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • ch. 1. An Introduction to Quantitative Equity Investing / Paul Bukowski -- ch. 2. Equity Analysis Using Traditional and Value-Based Metrics / James L. Grant and Frank J. Fabozzi -- ch. 3. A Franchise Factor Approach to Modeling P/E Orbits / Stanley Kogelman and Martin L. Leibowitz -- ch. 4. Relative Valuation Methods for Equity Analysis / Glen A. Larsen Jr., Frank J. Fabozzi, and Chris Gowlland -- ch. 5. Valuation over the Cycle and the Distribution of Returns / Anders Ersbak Bang Nielsen and Peter C. Oppenheimer -- ch. 6. An Architecture for Equity Portfolio Management / Bruce I. Jacobs and Kenneth N. Levy -- ch. 7. Equity Analysis in a Complex Market / Bruce I. Jacobs and Kenneth N. Levy -- ch. 8. Survey Studies of the Use of Quantitative Equity Management / Frank J. Fabozzi, Sergio M. Focardi, and Caroline L. Jonas -- ch. 9. Implementable Quantitative Equity Research / Frank J. Fabozzi, Sergio M. Focardi, and K. C. Ma -- ch. 10. Tracking Error and Common Stock Portfolio Management / Raman Vardharaj, Frank J. Fabozzi, and Frank J. Jones -- ch. 11. Factor-Based Equity Portfolio Construction and Analysis / Petter N. Kolm, Joseph A. Cerniglia, and Frank J. Fabozzi -- ch. 12. Cross-Sectional Factor-Based Models and Trading Strategies / Joseph A. Cerniglia, Petter N. Kolm, and Frank J. Fabozzi -- ch. 13. Multifactor Equity Risk Models and Their Applications / Anthony Lazanas, Antn̤io Baldaque da Silva, Arne D. Staal, and Cenk Ural -- ch. 14. Dynamic Factor Approaches to Equity Portfolio Management / Dorsey D. Farr -- ch. 15. A Factor Competition Approach to Stock Selection / Joseph Mezrich and Junbo Feng -- ch. 16. Avoiding Unintended Country Bets in Global Equity Portfolios / Michele Aghassi, Cliff Asness, Oktay Kurbanov, and Lars N. Nielsen -- ch. 17. Modeling Market Impact Costs / Petter N. Kolm and Frank J. Fabozzi --
  • ch. 18. Equity Portfolio Selection in Practice / Dessislava A. Pachamanova and Frank J. Fabozzi -- ch. 19. Portfolio Construction and Extreme Risk / Jennifer Bender, Jyh-Huei Lee, and Dan Stefek -- ch. 20. Working with High-Frequency Data / Irene Aldridge -- ch. 21. Statistical Arbitrage / Brian J. Jacobsen
Control code
694394201
Dimensions
24 cm
Extent
xxvi, 550 pages
Isbn
9780470929919
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)694394201
Label
Equity valuation and portfolio management, Frank J. Fabozzi, Harry M. Markowitz, editors
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • ch. 1. An Introduction to Quantitative Equity Investing / Paul Bukowski -- ch. 2. Equity Analysis Using Traditional and Value-Based Metrics / James L. Grant and Frank J. Fabozzi -- ch. 3. A Franchise Factor Approach to Modeling P/E Orbits / Stanley Kogelman and Martin L. Leibowitz -- ch. 4. Relative Valuation Methods for Equity Analysis / Glen A. Larsen Jr., Frank J. Fabozzi, and Chris Gowlland -- ch. 5. Valuation over the Cycle and the Distribution of Returns / Anders Ersbak Bang Nielsen and Peter C. Oppenheimer -- ch. 6. An Architecture for Equity Portfolio Management / Bruce I. Jacobs and Kenneth N. Levy -- ch. 7. Equity Analysis in a Complex Market / Bruce I. Jacobs and Kenneth N. Levy -- ch. 8. Survey Studies of the Use of Quantitative Equity Management / Frank J. Fabozzi, Sergio M. Focardi, and Caroline L. Jonas -- ch. 9. Implementable Quantitative Equity Research / Frank J. Fabozzi, Sergio M. Focardi, and K. C. Ma -- ch. 10. Tracking Error and Common Stock Portfolio Management / Raman Vardharaj, Frank J. Fabozzi, and Frank J. Jones -- ch. 11. Factor-Based Equity Portfolio Construction and Analysis / Petter N. Kolm, Joseph A. Cerniglia, and Frank J. Fabozzi -- ch. 12. Cross-Sectional Factor-Based Models and Trading Strategies / Joseph A. Cerniglia, Petter N. Kolm, and Frank J. Fabozzi -- ch. 13. Multifactor Equity Risk Models and Their Applications / Anthony Lazanas, Antn̤io Baldaque da Silva, Arne D. Staal, and Cenk Ural -- ch. 14. Dynamic Factor Approaches to Equity Portfolio Management / Dorsey D. Farr -- ch. 15. A Factor Competition Approach to Stock Selection / Joseph Mezrich and Junbo Feng -- ch. 16. Avoiding Unintended Country Bets in Global Equity Portfolios / Michele Aghassi, Cliff Asness, Oktay Kurbanov, and Lars N. Nielsen -- ch. 17. Modeling Market Impact Costs / Petter N. Kolm and Frank J. Fabozzi --
  • ch. 18. Equity Portfolio Selection in Practice / Dessislava A. Pachamanova and Frank J. Fabozzi -- ch. 19. Portfolio Construction and Extreme Risk / Jennifer Bender, Jyh-Huei Lee, and Dan Stefek -- ch. 20. Working with High-Frequency Data / Irene Aldridge -- ch. 21. Statistical Arbitrage / Brian J. Jacobsen
Control code
694394201
Dimensions
24 cm
Extent
xxvi, 550 pages
Isbn
9780470929919
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)694394201

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