Equity style management: evaluating and selecting investment styles
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Chicago u.a.
Irwin
1995
|
| Series: | The Irwin asset allocation series for institutional investors
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIX, 510 S.: graph. Darst. |
| ISBN: | 1557388601 |
Staff View
MARC
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Record in the Search Index
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| adam_text | Contents
Author Biographies ix
Preface xix
Part I Origins of Equity Style 1
1. Basic Issues and Key Elements for Equity
Style Management 3
Bruce D. Westervelt, CFA, Executive Director,
First Madison Advisors
Thomas J. Schwab, Executive Director, First Madison Advisors
2. Footprints in the Sand: Return Based Style Analysis 19
Diana L. Lieberman, Vice President,
Strategic Investment Solutions, Inc.
Part II Definitions of Style 47
3. The Sponsor s Perspective 49
William J. De Allaume, CFA, Asset Consulting Group,
Bankers Trust Co.
4. Equity Style Management: The Case of Growth
and Value 67
Eric H. Sorensen, Ph.D., Managing Director,
Salomon Brothers Inc
Craig J. Lazzara, CFA, Vice President, Salomon Brothers Inc
V
vi Contents
5. Value/Growth Considerations in International
Investing: Two Perspectives 85
John P. Meier, Vice President,
Strategic Investment Solutions, Inc.
Andre Bertolotti, Product Manager, BARRA Inc.
David Umstead, Ph.D., CFA, Managing Director,
Boston International Advisors, Inc.
6. Understanding the Style Benchmarks 143
Claudia E. Mott, First Vice President,
Director of Small Cap Research,
Prudential Securities Inc.
Daniel P. Coker, Assistant Vice President,
Prudential Securities Inc.
7. Do We Need Mid Cap? An Examination
of the EAI Database 181
Elizabeth E. Nevin, Vice President, Director, U.S. Equities,
Evaluation Associates, Inc.
8. Mid Cap Investing by Investment Managers 191
Daniel J. Cardell, CFA, Director of Equities,
Bank of America
9. Exploring the Cycles of Small Cap Style Performance 217
Claudia E. Mott, First Vice President,
Director of Small Cap Research,
Prudential Securities Inc.
Kevin C. Condon, Associate Vice President,
Prudential Securities Inc.
10. The Presence of Value in Small Cap Equities 235
Satya Dev Pradhuman, Vice President, Merrill Lynch Co.
Suzanne M. Crosby, Ph.D., Analyst, Standard Poor s
Contents vii
Part III The Different Approaches
to the Investment Process 249
11. The Evolution of Equity Indexation in the U.S. Market 251
Arlene M. Rockefeller, CFA, Managing Director,
State Street Global Advisors
Anne B. Eisenberg, Vice President,
State Street Global Advisors
12. Historical Tendencies of Equity Style Returns
and the Prospects for Tactical Style Allocation 259
Douglas W. Case, CFA, Director of Equity Portfolio
Management, LBS Capital Management
Steven Cusimano, CFA, Senior Portfolio Manager,
Florida State Board of Administration
13. How Does Stock Selection Criteria Performance
Vary across Investment Style Universes? 289
Gregory J. Forsythe, CFA, President,
Chicago Investment Analytics, Inc.
14. Equity Style Timing and Allocation 297
Stephen C. Fan, Ph.D., Vice President, Vestek Systems, Inc.
15. Country Selection Style 333
Rosemary Macedo, Senior Vice President, Quantitative Research,
Bailard, Biehl Kaiser
16. Don t Leave Excess Return on the Table:
The Case for Active Style Management 357
Lawrence J. Marks, CFA, Managing Director,
Harbor Capital Management Company, Inc.
17. Style Trends in Institutional Investment 367
Michael Markov, President, Markov Processes, Inc.
viii Contents
18. Portfolio Applications Using Synthetic
Convertible Bonds 385
Daniel J. Bukowski, Director of Quantitative Research,
Kemper Financial Services
William M. Knapp, Ph.D., Vice President and Quantitative Analyst,
Kemper Financial Services
Part IV Aggregate Fund (Sponsor) Issues 397
19. Reversing Manager Selection Failure:
Using Style Allocation to Improve Fund Returns 399
David J. Kudish, President, Stratford Advisory Group, Inc.
20. Managing Equity Style Exposure:
A Plan Sponsor s Experience 421
Robert A. Birch, Assistant Director of Finance,
Central Pension Fund, International Union of Operating
Engineers and Participating Employers
21. Controlling Misfit through the Use of Dynamic
Completeness Funds 433
Jeffery V. Bailey, Principal, Richards Tierney, Inc.
David E. Tierney, Ph.D., Principal, Richards Tierney, Inc.
22. Driving Factors Behind Style Based Investing 479
Kenneth L. Fisher, President and Chief Executive Officer,
Fisher Investments, Inc.
Joseph L. Toms, Senior Vice President and Director of Research,
Fisher Investments, Inc.
W. Kevin Blount, Research Analyst, Fisher Investments, Inc.
Index 507
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| indexdate | 2024-07-09T18:35:11Z |
| institution | BVB |
| isbn | 1557388601 |
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| physical | XIX, 510 S.: graph. Darst. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| publisher | Irwin |
| record_format | marc |
| series2 | The Irwin asset allocation series for institutional investors |
| spelling | Equity style management evaluating and selecting investment styles Robert A. Klein* [Ed.] Chicago u.a. Irwin 1995 XIX, 510 S.: graph. Darst. txt rdacontent n rdamedia nc rdacarrier The Irwin asset allocation series for institutional investors Asset allocation Asset allocation United States International finance Investment analysis Investment analysis United States Portfolio management Portfolio management United States USA Klein, Robert A. Sonstige oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008758972&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Equity style management evaluating and selecting investment styles Asset allocation Asset allocation United States International finance Investment analysis Investment analysis United States Portfolio management Portfolio management United States |
| title | Equity style management evaluating and selecting investment styles |
| title_auth | Equity style management evaluating and selecting investment styles |
| title_exact_search | Equity style management evaluating and selecting investment styles |
| title_full | Equity style management evaluating and selecting investment styles Robert A. Klein* [Ed.] |
| title_fullStr | Equity style management evaluating and selecting investment styles Robert A. Klein* [Ed.] |
| title_full_unstemmed | Equity style management evaluating and selecting investment styles Robert A. Klein* [Ed.] |
| title_short | Equity style management |
| title_sort | equity style management evaluating and selecting investment styles |
| title_sub | evaluating and selecting investment styles |
| topic | Asset allocation Asset allocation United States International finance Investment analysis Investment analysis United States Portfolio management Portfolio management United States |
| topic_facet | Asset allocation Asset allocation United States International finance Investment analysis Investment analysis United States Portfolio management Portfolio management United States USA |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008758972&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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