Global Equity Selection Strategies

Title: Global Equity Selection Strategies
Author: Ross Bruner
ISBN: 1888998393 / 9781888998399
Format: Hard Cover
Pages: 240
Publisher: GPCo
Year: 1998
Availability: In Stock

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Over the past several years, the field of international investing has been transformed by a host of new, state-of-the-art techniques. Quantitative Investing for the Global Markets is the definitive handbook for money and portfolio managers, research analysts, pension consultants, corporate treasurers, and other professionals seeking a competitive edge in the global investment marketplace. Topics include: international asset allocation; optimum diversification levels; style analysis and evaluation; market neutral strategies; global stock valuation; advanced strategies for hedging currency risk; international benchmarking.

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Contributors
Preface

Chapter 1. : Growth-at-a-Reasonable-Price
Chapter 2. : Investing in the 21st Century
Chapter 3. : Economic Value Added (EVA)
Chapter 4. : EVA as a Measure of Relative Profitability
Chapter 5. : Enterprise Value/Sales Beats Price/Sales and Price/Earnings in a Three-Way Model Race
Chapter 6. : Normalized Value
Chapter 7. : European Small-Cap Stocks: France, Germany, the Netherlands, and Switzerland
Chapter 8. : Interest Rates and Country Allocation Strategies
Chapter 9. : Sector and Style Rotation: A Valuation Approach
Chapter 10. : Enhanced Index Portfolio Construction Using Full Covariance Optimization for a Small for a Small-Capitalization Portfolio
Chapter 11. : Portfolio Optimization and Emerging Markets
Chapter 12. : Multifactor Equity Models

Index