[Library ebook] The Handbook of Equity Style Management (Frank J. Fabozzi Series)






#2847765 in eBooks 2008-04-21 2008-04-21File Name: B000W6C2M6

4 of 6 people found the following review helpful. Expected more practical stuff from itBy Novice ReviewerI bought this book in hope to learn about the practical side of style management - how to calculate information coefficients and how to explain them, how to do single and multivariate regressions on the portfolio, etc. If that is what you want, get another book. Once you read it, come back and read this book, and it will give you a deeper understanding of the usage, history, theory behind it.From the Back CoverBeginning with the introduction of "value" and "growth" stocks in the late 1930s, expanding to add the concept of "small cap" stocks in the early 1980s, and progressing to the mathematical formalization of Nobel Laureate William Sharpe in the late 1980s, the methodology of equityA fully updated guide to equity style management Pioneered by Nobel laureate William Sharpe, equity style management is derived from a correlation analysis of various equity style categories, such as value, growth, small cap, large cap and foreign stocks. In the Third Edition of The Handbook of Equity Style Management, twenty contributors from industry and academia help readers understand various equity style management issues, including equity style indices, different approaches to equity styl...


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You can specify the type of files you want, for your gadget.The Handbook of Equity Style Management (Frank J. Fabozzi Series)   |  T. Daniel Coggin. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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