Handbook of equity style management
- 2
- Pennsylvania Frank J Fabozzi Associates 1997
- "ix,325p. : ill. ;23.5cm."
includes index
"Equity style : what it is and why it matters -- Jon A. Christopherson and C. Nola Williams -- Understanding the differences and similarities of equity style indexes -- Melissa R. Brown and Claudia E. Mott -- Return-based style analysis -- Steve Hardy -- Fundamental factors in equity style classification -- David R. Borger -- Style return differentials: illusions, risk premiums, or investment opportunities -- Richard Roll -- Style betas: an approach to measuring style at the security level -- Keith Quinton -- Value-based equity strategies -- Gary G. Schlarbaum -- Investment styles, stock market cycles, investor expectations, and portfolio performance -- W. Scott Bauman and Robert E Miller -- Analyzing the performance of equity managers: a note on value versus growth -- T. Daniel Coggin and Charles Trzcinka -- The effects of imprecision and bias on the abilities of growth and value manager to out-perform their respective benchmarks -- Robert A. Haugen -- The many sides of equity style: quantitative management of core, value, and growth portfolios -- David J. Leinweber, Robert D. Arnott and Christopher G. Luck -- Structuring returns from global market neutral strategies -- David J. Leinweber, Christopher G. Luck and Peter Swank -- Comparing international style indexes: independence international associates versus parametric portfolio associates -- David A. Umstead -- The role of completion funds in equity style management -- Christopher J. Campisano and Maarten Nederlof -- Equity style benchmarks for fund analysis -- Mary Ida Compton -- Style management: the greatest opportunity in investments -- Garry M. Allen -- The persistence of equity style performance: evidence from mutual fund data -- Ronald N. Kahn and Andrew Rudd -- Global performance evaluation and equity style: introducing portfolio opportunity distributions -- Ron Surz -- Value and growth index derivatives -- Joanne M. Hill and Maria E. Tsu -- Is equity style management worth the effort?: some critical issues for plan sponsors -- Charles Trzcinka."