Handbook of Equity Style Management

Author:Coggin,Fabozzi,513pages,8.5M,PDF, 1 document,非扫描

content:

1.Asset allocation and performance evaluation

2.The many elements of equity style:quantitative management of core,growth and value strategies

3.Models of equity style information

4.Style analysis: a ten-year retrospective and commentary

5.More depth and breadth than the style box:the morningstar lens

6.Using portfolio holding to improve the search for skill

7.Are growth and value dead?:a new framework for equity investment style

8.The style of investor expectations

9.The effects of imprecision and bias on the abilities of growth and value managers to ourperform their respective benchmarks

10.Style return differentials:illusions,risk premiums, or investment opportunities

11.The persistence of equity style performance:evidence from mutual fund

12.How the technology bubble of 1999-2000 disrupted equity style investing

13.Multistyle equity investment models

14.A comparison of fixed versus flexible market capitalization style allocations:don't be boxed in by size

15.Aplan sponsor perspective on equity style management

16.An analysis of US and non-US equity style index methodologies

17.Country-level equity timing

18.Value investing and the January effect:some more international evidence

19.Exploring the mathematical basis of returns-based style analysis

20.Trading in style using futures and exchange-traded funds