Selected Topics in Equity Portfolio Management
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More About This Title Selected Topics in Equity Portfolio Management
English
There are many styles, models, and factors that go into the management of an equity portfolio. The traditional manager's focus on stock picking and the resulting ad hoc nature of portfolio construction can lead to poorly defined portfolios. Thus the options between active, passive and engineered management come into play, with the ultimate objective being to establish an investment structure that will provide a return over time that compensates for the risk incurred.
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Frank J. Fabozzi, PhD, is editor of the Journal of Portfolio Management, which is read by thousands of institutional investors. An Adjunct Professor of Finance at Yale University's School of Management, he is a chartered Financial Analyst and a Certified Public Accountant. Editor or author of over 100 books, his world-class finance books are used around the world by professionals, academics, students, strategists, and investors in college courses, executive training programs, company training programs, and prepatory courses for the chartered financial analyst (CFA) exam. He serves on the board of directors of the BlackRock complex of funds and the Guardian Life family of funds and is also a Fellow of the International Center for Finance at Yale University. Dr. Fabozzi earned his doctorate in economics from the City University of New York in 1972 and in 1994 received an honorary doctorate of Humane Letters from Nova Sotheastern University.
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Contributing Authors.
Investment Management: An Architecture for the Equity Market (B. Jacobs and K. Levy).
Investment Analysis: Profiting from a Complex Equity Market (B. Jacobs and K. Levy).
Medium and Small Capitalization Indexing (G. Sauter).
Enhanced Equity Indexing (J. Loftus).
The Active versus Passive Debate: Perspectives of an Active Quant (R. Jones).
Factor-Based Approach to Equity Portfolio Management (F. Fabozzi).
Dividend Discount Models (W. Hurley and F. Fabozzi).
Normal Portfolios: Construction of Customized Benchmarks (J. Christopherson).
Equity Style: What It Is and Why It Matters (J. Christopherson and C. Williams).
Fundamental Factors in Equity Style Classification (D. Borger).
Value-Based Equity Strategies (G. Schlarbaum).
The Use of Derivatives in Managing Equity Portfolios (R. Clarke, et al.).
Implementing Investment Strategies: The Art and Science of Investing (W. Wagner and M. Edwards).
Index.
Investment Management: An Architecture for the Equity Market (B. Jacobs and K. Levy).
Investment Analysis: Profiting from a Complex Equity Market (B. Jacobs and K. Levy).
Medium and Small Capitalization Indexing (G. Sauter).
Enhanced Equity Indexing (J. Loftus).
The Active versus Passive Debate: Perspectives of an Active Quant (R. Jones).
Factor-Based Approach to Equity Portfolio Management (F. Fabozzi).
Dividend Discount Models (W. Hurley and F. Fabozzi).
Normal Portfolios: Construction of Customized Benchmarks (J. Christopherson).
Equity Style: What It Is and Why It Matters (J. Christopherson and C. Williams).
Fundamental Factors in Equity Style Classification (D. Borger).
Value-Based Equity Strategies (G. Schlarbaum).
The Use of Derivatives in Managing Equity Portfolios (R. Clarke, et al.).
Implementing Investment Strategies: The Art and Science of Investing (W. Wagner and M. Edwards).
Index.
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"Frank Fabozzi's series is the gold standard for investment reference books. Always topical and often influential this is the first place I send students or practitioners when they want to get up to speed on a new area." (Stephen A. Ross, Franco Modigliani Professor of Finance and Economics, Sloan School, MIT)
"The Fabozzi series provides the ultimate educational encyclopedia for the global debt capital markets. Each day, billions of dollars of debt securities trade around the world according to the principles clearly and comprehensively explained in this unrivaled series dedicated to the advancement of our knowledge-based profession." (Jack Malvey, Managing Director, Chief Global Fixed-Income Strategist, Lehman Brothers)
"When in doubt, you can always look it up in a book by Frank Fabozzi. Fabozzi, who's not called the Prolific Professor for nothing, has written or edited dozens of textbooks on investing--all rock-solid, for advanced investors only." (Jason Zwieg, Money.com)
