Analytical Approaches to Stock Selection is a team effort: a group of experts offer analysis of current thinking about opportunities in today's changing financial markets. The text covers both the fundamental and quantitative approaches to stock selection. Central to all discussions are concerns with growth, value, size, sector rotation, international exposure, interest-rate sensitivity, quality and multi-factor models.
Contributors
Preface
Chapter 1 : Growth-at-a-Reasonable-Price
Chapter 2 : Investing in the 21st Century
Chapter 3 : Economic Value Added (EVA)
Chapter 4 : Enterprise Value/Sales Beats Price/Sales and Price/Earnings in a Three-Way Model Race
Chapter 5 : Normalized Value
Chapter 6 : European Small-Cap Stocks: France, Germany, the Netherlands, and Switzerland
Chapter 7 : Sector and Style Rotation: A Valuation
Chapter 8 : Enhanced Index Portfolio Construction Using Full Covariance Optimization for a Small-Capitalization Portfolio
Chapter 9 : Multifactor Equity Models
Index
