Global Equity Selection Strategies / Edition 1

by Ross Paul Bruner

Overview

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.

Product Details

ISBN-13:	9781579580063
Publisher:	Taylor & Francis
Publication date:	01/01/1999
Series:	Glenlake Business Monographs
Pages:	278
Product dimensions:	6.00(w) x 9.00(h) x (d)

Table of Contents

Chapter 1 Growth-at-a-Reasonable-Price, Ross Paul Bruner; Chapter 2 Investing in the 21st Century, Stephen R. Waite; Chapter 3 Economic Value Added (EVA), Vincent van Doorn; Chapter 4 EVA as a Measure of Relative Profitability, Ross Paul Bruner; Chapter 5 Enterprise Value/Sales Beats Price/Sales And Price/Earnings In a Three-Way Model Race, Melissa R. Brown; Chapter 6 Normalized Value, Ross Paul Bruner; Chapter 7 European Small-Cap Stocks: France, Germany, the Netherlands, and Switzerland, Rosemary Macedo; Chapter 8 Interest Rates and Country Allocation Strategies, Leila Heckman, Brian Qendreau; Chapter 9 Sector and Style Rotation: A Valuation Approach, Michael F. Wilcox, Dan Fox; Chapter 10 Enhanced Index Portfolio Construction Using Full Covariance Optimization for a Small-Capitalization Portfolio, Bernard V. Tew; Chapter 11 Portfolio Optimization and Emerging Markets, Theodore M. Theodore; Chapter 12 Multifactor Equity Models, Herbert Blank;

Editorial Reviews

Building on analytic approaches to selecting stock, provides practical illustrations of using quantitative management tools to enhance the process of selecting global equity. Contributors bring a number of perspectives to examining fundamentally based investment strategies organized around growth, value, size, country allocation, and sector rotation. They agree that having a framework at all is as important as the focus of the framework, though some strategies are better than others. Some of the 12 articles include bibliographies. Annotation c. Book News, Inc., Portland, OR (booknew.com)

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