Applied Equity Valuation
T. Daniel Coggin, Frank J. Fabozzi, CFA
John Wiley & Sons, Nov 9, 1998 - Business & Economics - 242 pages
Applied Equity Valuation provides comprehensive coverage of the theory and practice of all aspects of valuation, including security valuation in a complex market, bottom-up approach to small capitalization active management, top down/thematic equity management, implementing an integrated quantitative investment process, applying the DDM, value-based equity strategies, market-neutral portfolio management, enhanced indexing, dynamic style allocation, and exploiting global equity pricing anomalies.
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A BottomUp Approach to Small Capitalization Active Management
Top DownThematic Equity Management
Implementing an Integrated Quantitative Investment Process
FactorBased Approach to Equity Portfolio Management
Relative Predictive Power of the Ad Hoc Expected
Quantitative Tools in Equity Valuation and
ValueBased Equity Strategies
Equity Analysis Using ValueBased Metrics
active management alpha analyst approach average backtest BARRA benchmark beta CAPM cash flow CFROI changes corporate correlation cost of capital debt Decile dividend discount model dividend yield earnings revision economic profit economic sector Economic Value Added enhanced indexing Equity Portfolio Erev Model estimate revisions example excess return expected return Fabozzi factor model Financial firm firm's forecast fundamental Goldman Sachs growth rate growth stocks industry investment management investors Kenneth N large cap long portfolio long-short macroeconomic macroeconomic factor market capitalization market-neutral portfolio measure micro cap optimization outperform P/E ratios performance portfo portfolio construction Portfolio Management positive pure returns Quintile ranked ratio regression risk exposure risk model Salomon Brothers securities short portfolio small cap Standard Deviation statistical stock price stock returns stock selection strategy tion tracking error trading turnover underperform universe unlevered UNOPAT valuation value added value score variables versus volatility weighted