The Handbook of Equity Style Management
Frank J. Fabozzi и T. Coggin
Тип: PDF книга
Жанр: Зарубежная деловая литература
Язык: на английском языке
Издательство: John Wiley & Sons Limited
Дата публикации: 25.04.2024
Отзывы: Пока нет Добавить отзыв
О книге: A fully updated guide to equity style management Pioneered by Nobel laureate William Sharpe, equity style management is derived from a correlation analysis of various equity style categories, such as value, growth, small cap, large cap and foreign stocks. In the Third Edition of The Handbook of Equity Style Management, twenty contributors from industry and academia help readers understand various equity style management issues, including equity style indices, different approaches to equity style measurement, foreign stock investing, tactical style management, behavioral aspects of equity style, and equity style benchmarks for manager selection and performance attribution. This updated edition gives readers the rationale behind equity style management, and shows how new strategies can be used to manage risk and improve returns.