| Document Type
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BL
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| Record Number
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958997
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| Doc. No
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b713367
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| Main Entry
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Jacobs, Bruce I.
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| Title & Author
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Equity management : : quantitative analysis for stock selection /\ Bruce I. Jacobs, Kenneth N. Levy ; with a foreword by Harry M. Markowitz.
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| Publication Statement
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New York :: McGraw-Hill,, ©2000.
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| Series Statement
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Irwin library of investment & finance
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| Page. NO
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1 online resource (xix, 395 pages) :: illustrations.
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| ISBN
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0071346864
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: 0071371338
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: 9780071346863
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: 9780071371339
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| Notes
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Articles which appeared in periodicals, 1988-1999.
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Series statement on jacket.
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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Copyright; CONTENTS; INTRODUCTION; PART ONE Selecting Securities; CHAPTER 1 The Complexity of the Stock Market *; CHAPTER 2 Disentangling Equity Return Regularities; CHAPTER 3 On the Value of "Value " * ; CHAPTER 4 Calendar Anomalies Abnormal Returns at Calendar Turning Points *; CHAPTER 5 Forecasting the Size Effect *; CHAPTER 6 Earnings Estimates, Predictor Specification, and Measurement Error *; PART TWO Managing Portfolios; CHAPTER 7 Engineering Portfolios A Unified Approach *; CHAPTER 8 The Law of One Alpha *; CHAPTER 9 Residual Risk How Much Is Too Much? *
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CHAPTER 10 High-Definition Style Rotation *PART THREE Expanding Opportunities; CHAPTER 11 Long-Short Equity Investing *; CHAPTER 12 20 Myths About Long-Short *; CHAPTER 13 The Long and Short on Long-Short *; CHAPTER 14 Long-Short Portfolio Management An Integrated Approach *; CHAPTER 15 Alpha Transport with Derivatives *; NAME INDEX; SUBJECT INDEX.
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| Subject
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Portfolio management.
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| Subject
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Stocks.
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| Subject
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BUSINESS ECONOMICS-- Investments Securities-- Stocks.
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| Subject
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Portfolio management.
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| Subject
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Stocks.
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| Dewey Classification
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332.63/22
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| LC Classification
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HG4529.5.J33 2000eb
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| Added Entry
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Levy, Kenneth N.
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