By Robert A. Weigand
ISBN-10: 1118630912
ISBN-13: 9781118630914
A "hands-on" advisor to utilized fairness research and portfolio management
From asset allocation to modeling the intrinsic price of a inventory, Applied fairness research and Portfolio administration + on-line Video Course deals readers an outstanding beginning within the perform of basic research utilizing a similar instruments and methods as expert traders. packed with real-world illustrations and hands-on functions, Professor Weigand's studying approach takes a rigorous, empirical method of subject matters corresponding to studying the macro-finance setting, quarter rotation, monetary research and valuation, assessing a company's aggressive place, and reporting the functionality of a inventory portfolio.
Unlike standard books in this subject—which characteristic chapters to learn and routines to complete—this source permits readers to actively perform the educational event by way of finishing writing workouts and manipulating interactive spreadsheets that illustrate the rules being taught. the training approach additionally beneficial properties educational movies that reveal tips on how to use the spreadsheet types and excerpts from the author's web publication, that are used to depict extra examples of the research approach. alongside the way in which, it skillfully outlines an efficient method of growing and reading outputs mostly linked to a top-down cash administration store — together with a macroeconomic forecasting e-newsletter, precise inventory study experiences, and a portfolio functionality attribution analysis.
- Covers issues together with energetic and passive cash administration, primary research and portfolio attribution analysis
- Companion streaming movies express how you can use unfastened on-line info to create yourown analyses of key fiscal signs, person shares, and inventory portfolios
- A necessary source for universities who've utilized fairness research and portfolio administration courses
Practical and up to date, the ebook is a wonderful source for people with a necessity for sensible funding expertise.
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Extra info for Applied Equity Analysis and Portfolio Management: Tools to Analyze and Manage Your Stock Portfolio
Example text
A short list of these anomalies includes: Correlations in security returns. Individual security returns are negatively correlated on a daily basis, positively correlated over intermediate horizons, and negatively correlated over long horizons. Consistent correlation patterns would not exist in highly efficient markets. ■■ Mean reversion or a reversal effect in securities prices. Portfolios of stocks with the best records over the past two to three years subsequently underperform the market, and portfolios of stocks with the worst records over the past two to three years go on to outperform the market.
Ellis, Charles D. ” Journal of Portfolio Management, Winter: 12–15. Ellis, Charles D. ” Journal of Portfolio Management, Spring: 27–24. Elton, Edwin, Martin Gruber, Sanjiv Das, and Matthew Hlavka. 1993. ” Review of Financial Studies 6(1): 1–22. Farmer, D. 2002. ” Industrial and Corporate Change 11: 895–953. Farmer, Doyne, and Andrew Lo. 1999. ” Proceedings of the National Academy of Sciences 96: 9991–92. , X. Xu, and J. Yau. 2004. ” Journal of Investing 6 (4): 22–31. Hulbert, Mark. 2008. html. Accessed March 2013.
What important lessons can we learn from Keynes’s beauty contest analogy? 34. Describe the importance of Keynes’s observations regarding animal spirits. 35. What type of stocks are emphasized in Morgan Stanley’s Global Equity Growth investment policy statement (IPS)? 36. What type of research environment does Morgan Stanley’s investment policy statement try to create for its analysts, so that superior investment ideas can be identified? 32 Applied Equity Analysis and Portfolio Management 37. Activities: (a) Identify key similarities and differences between the summary of the Morgan Stanley IPS and the sample IPS included in the chapter.
Applied Equity Analysis and Portfolio Management: Tools to Analyze and Manage Your Stock Portfolio by Robert A. Weigand
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