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- Wiley
More About This Title Handbook of Equity Style Management, Second Edition
English
Preface.
Overview of the Book.
Contributing Authors.
1. Equity Style: What It Is and Why It Matters (J. Christopherson and C. Williams).
2. Understanding the Differences and Similarities of Equity Style Indexes (M. Brown and C. Mott).
3. Returned-Based Style Analysis (S. Hardy).
4. Fundamental Factors in Equity Style Classification (D. Borger).
5. Style Return Differentials: Illusions, Risk Premiums, or Investment Opportunities (R. Roll).
6. Style Betas: An Approach to Measuring Style at the Security Level (K. Quinton).
7. Value-Based Equity Strategies (G. Schlarbaum).
8. Investment Styles, Stock Market Cycles, Investor Expectations, and Portfolio Performance (W. Bauman and R. Miller).
9. Analyzing the Performance of Equity Managers: A Note on Value versus Growth (T. Coggin and C. Trzcinka).
10. The Effects of Imprecision and Bias on the Abilities of Growth and Value Managers to Out-Perform their Respective Benchmarks (R. Haugen).
11. The Many Sides of Equity Style: Quantitative Management of Core, Value, and Growth Portfolios (D. Leinweber, et al.).
12. Structuring Returns from Global Market Neutral Strategies (D. Leinweber, et al.).
13. Comparing International Style Indexes: Independence International Associates versus Parametric Portfolio Associates (D. Umstead).
14. The Role of Completion Funds in Equity Style Management (C. Campisano and M. Nederlof).
15. Equity Style Benchmarks for Fund Analysis (M. Compton).
16. Style Management: The Greatest Opportunity in Investments (G. Allen).
17. The Persistence of Equity Style Performance: Evidence from Mutual Fund Data (R. Kahn and A. Rudd).
18. Global Performance Evaluation and Equity Style: Introducing Portfolio Opportunity Distributions (R. Surz).
19. Value and Growth Index Derivatives (J. Hill and M. Tsu).
20. Is Equity Style Management Worth the Effort?: Some Critical Issues for Plan Sponsors (C. Trzcinka).
Index.
