advanced quantitative investment techniques
AOS
Apt
Apt Model
Category=KFFM
dividend
DTE
economic value added
emerging
emerging market analysis
Emerging Market Portfolio
Emerging Markets
EPS Growth
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Equity Market Movements
equity risk modeling
excess
expected
Factor CAPM
Future Equity Returns
Holding Period Return
Input Estimation
international stock markets
James Stein Estimator
Large Cap Stocks
Making Asset Allocation Decisions
manager
market
Minimum Variance Portfolio
MSCI Index
Overnight Rate
portfolio
Real Short Term Interest Rates
Regression Models
return
sector rotation strategies
Short Term Real Rates
Single Factor CAPM
small cap equities
Small Cap Portfolio
Small Cap Stocks
Small Stock Portfolio
total
yield
Product details
- ISBN 9781579580063
- Weight: 670g
- Dimensions: 152 x 229mm
- Publication Date: 01 Jan 1999
- Publisher: Taylor & Francis Inc
- Publication City/Country: US
- Product Form: Hardback
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Over the past several years, the field of international investing has been transformed by a host of new, state-of-the-art techniques. Quantitative Investing for the Global Markets is the definitive handbook for money and portfolio managers, research analysts, pension consultants, corporate treasurers, and other professionals seeking a competitive edge in the global investment marketplace. Topics include: international asset allocation; optimum diversification levels; style analysis and evaluation; market neutral strategies; global stock valuation; advanced strategies for hedging currency risk; international benchmarking; etc.
Experts contributing to this work include: Richard Michaud, Acadian Asset Management; Bill Zieff, Putnam Investments; Mark Brown, ABN AMRO Hoare Govett; Rosemary Macedo, Bailard, Biehl & Keiser; Richard Boon, Morgan Stanley Asset Management; Jim Abate, BEA Associates; Letta Heckman, Smith Barney; and Ted Theodore, Avatar Associates.
