Applied Equity Valuation

Front Cover
T. Daniel Coggin, Frank J. Fabozzi, CFA
John Wiley & Sons, Nov 9, 1998 - Business & Economics - 242 pages
0 Reviews
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.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

A BottomUp Approach to Small Capitalization Active Management
19
Top DownThematic Equity Management
37
Implementing an Integrated Quantitative Investment Process
49
FactorBased Approach to Equity Portfolio Management
79
Relative Predictive Power of the Ad Hoc Expected
99
Quantitative Tools in Equity Valuation and
107
ValueBased Equity Strategies
123
Equity Analysis Using ValueBased Metrics
141
MarketNeutral Portfolio Management
165
Enhanced Indexing
185
Dynamic Style Allocation
205
Exploiting Global Equity Pricing Anomalies
219
Index
229
iii
236
Copyright

Common terms and phrases

References to this book

About the author (1998)

T. Daniel Coggin is Director of Research for Team Vest, LLC, an investment management consulting firm in Charlotte, NC, and he is on the editorial boards of the Journal of Portfolio Management, the Journal of Investing, and the Review of Quantitative Finance and Accounting. He has 20 years of experience in investment management and consulting and has authored and co-authored over 25 articles in leading finance and investment management journals, and he has also co-edited three books on quantitative investment management.
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University's School of Management.

Bibliographic information