Ben Graham Was a Quant : Raising the IQ of the Intelligent Investor.

Ben Graham Was a Quant : Raising the IQ of the Intelligent Investor.

Λεπτομέρειες βιβλιογραφικής εγγραφής
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Wiley 2011.
Θέματα:
Graham, Benjamin, > 1894-1976.
Securities.
Investments.
Investment analysis.
Electronic resource.
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Cover
  • Contents
  • Preface
  • Introduction: The Birth of the Quant
  • Characterizing the Quant
  • Active Versus Passive Investing
  • Chapter 1 Desperately Seeking Alpha
  • The Beginnings of the Modern Alpha Era
  • Important History of Investment Management
  • Methods of Alpha Searching
  • Chapter 2 Risky Business
  • Experienced Versus Exposed Risk
  • The Black Swan: A Minor Ele Event8212;Are Quants to Blame?
  • Active Versus Passive Risk
  • Other Risk Measures: Var, C-Var, and Etl
  • Summary
  • Chapter 3 Beta Is Not 8220;Sharpe8221; Enough
  • Back to Beta
  • Beta and Volatility
  • The Way to a Better Beta: Introducing the G-Factor
  • Tracking Error: The Deviant Differential Measurer
  • Summary
  • Chapter 4 Mr. Graham, I Give You Intelligence
  • Fama-French Equation
  • The Graham Formula
  • Factors for Use in Quant Models
  • Momentum: Increasing Investor Interest
  • Volatility As a Factor in Alpha Models
  • Chapter 5 Modeling Pitfalls and Perils
  • Data Availability, Look-Ahead, and Survivorship Biases
  • Building Models You Can Trust
  • Scenario, Out-of-Sample, and Shock Testing
  • Data Snooping and Mining
  • Statistical Significance and Other Fascinations
  • Choosing An Investment Philosophy
  • Growth, Value, Quality
  • Investment Consultant As Dutch Uncle
  • Where Are the Relative Growth Managers?
  • Chapter 6 Testing the Graham Crackers ... Er, Factors
  • The First Tests: Sorting
  • Time-Series Plots
  • The Next Tests: Scenario Analysis
  • Chapter 7 Building Models From Factors
  • Surviving Factors
  • Weighting the Factors
  • The Art Versus Science of Modeling
  • Time Series of Returns
  • Other Conditional Information
  • The Final Model
  • Other Methods of Measuring Performance: Attribution Analysis Via Brinson and Risk Decomposition
  • Regression of the Graham Factors With Forward Returns
  • Chapter 8 Building Portfolios From Models
  • The Deming Way: Benchmarking Your Portfolio
  • Portfolio Construction Issues
  • Using An Online Broker: Fidelity, E*Trade, Td Ameritrade, Schwab, Interactive Brokers, and Tradestation
  • Working With a Professional Investment Management System: Bloomberg, Clarifi, and Factset
  • Chapter 9 Barguments: The Antidementia Bacterium
  • The Colossal Nonfailure of Asset Allocation
  • The Stock Market As a Class of Systems
  • Stochastic Portfolio Theory: An Introduction
  • Portfolio Optimization: The Laymans Perspective
  • Tax-Efficient Optimization
  • Summary
  • Chapter 10 Past and Future View
  • Why Did Global Contagion and Meltdown Occur?
  • Fallout of Crises
  • The Rise of the Multinational State-Owned Enterprises
  • The Emerged Markets
  • The Future Quant
  • Notes
  • Acknowledgments
  • About the Author
  • Index.

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