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Quantitative value : a practitioner's guide to automating intelligent investment and eliminating behavioral errors + website /

Warren Buffett and Ed Thorp represent two spectrums of investing: one value driven, one quantitative. Where they align is in their belief that the market is beatable. This book seeks to take the best aspects of value investing and quantitative investing as disciplines and apply them to a completely...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Gray, Wesley R.
Other Authors: Carlisle, Tobias E., 1979-
Format: Electronic eBook
Language:Inglés
Published: Hoboken, N.J. : Wiley, ©2013.
Subjects:
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • The paradox of dumb money
  • A blueprint to a better quantitative value strategy
  • Hornswoggled! : eliminating earnings manipulators and outright frauds
  • Measuring the risk of financial distress : how to avoid the sick men of the stock market
  • Franchises--the archetype of high quality
  • Financial strength : foundations built on rock
  • Price ratios : a horse race
  • Alternative price measures--normalized earning power and composite rations
  • Blue Horseshoe loves Anacott Steel : follow the signals from the smart money
  • Bangladeshi butter production predicts the S & P 500 close
  • Problems with the magic formula
  • Quantitative value beats the market.