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Equity Valuation and Portfolio Management
book

Equity Valuation and Portfolio Management

by Frank J. Fabozzi, Harry M. Markowitz
October 2011
Beginner
576 pages
16h 32m
English
Wiley
Content preview from Equity Valuation and Portfolio Management

CHAPTER 8

Survey Studies of the Use of Quantitative Equity Management

Frank J. Fabozzi, Ph.D., CFA, CPA

Professor of FinanceEDHEC Business School

Sergio M. Focardi, Ph.D.

Professor of FinanceEDHEC Business School and Partner, The Intertek Group

Caroline L. Jonas

Partner The Intertek Group

In the other chapters of this book, the motivation for quantitative equity investing and actual quantitative equity models are covered. In this chapter, we discuss three studies on the use of quantitative equity management conducted by The Intertek Group. The studies are based on surveys and interviews of market participants.1 We conclude the chapter with a discussion of the challenges ahead.

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Publisher Resources

ISBN: 9780470929919Purchase book