Contents
CHAPTER 1 An Introduction to Quantitative Equity InvestingPaul Bukowski
Fundamental vs. Quantitative Investor
The Quantitative Stock Selection Model
The Overall Quantitative Investment Process
Chapter 2 Equity Analysis Using Traditional and Value-Based MetricsJames L. Grant and Frank J. Fabozzi
Overview of Traditional Metrics
Overview of Value-Based Metrics
CHAPTER 3 A Franchise Factor Approach to Modeling P/E OrbitsStanley Kogelman and Martin L. Leibowitz
Formulation of the Basic Model
P/E Myopia: The Fallacy of a Stable P/E
Franchise Valuation under Q-Type Competition
CHAPTER 4 Relative Valuation Methods for Equity AnalysisGlen A. Larsen Jr., Frank J. Fabozzi, and Chris Gowlland
Basic Principles of Relative Valuation
CHAPTER 5 Valuation over the Cycle and the Distribution of ReturnsAnders Ersbak Bang Nielsen and Peter C. Oppenheimer
The Link Between Earnings and Returns
The Phases Can Be Interpreted in Relationship to the Economy
Asset Class Performance Varies across the Phases
Incorporating Cyclicality into Valuations
Get Equity Valuation and Portfolio Management now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
