Applied Equity Valuation
T. Daniel Coggin
Frank J. Fabozzi
Copyright: 1999
Applied Equity Valuation
provides comprehensive coverage of the theory and practice of all aspects of valuation,
including security valuation in a complex market, bottom-up approach to small
capitalization active management, top down/thematic equity management, implementing an
integrated quantitative investment process, applying the DDM, value-based equity
strategies, market-neutral portfolio management, enhanced indexing, dynamic style
allocation, and exploiting global equity pricing anomalies.
tTable of Contents
Security Valuation in a
Complex Market (B. Jacobs and K. Levy).
A Bottom-Up Approach to Small
Capitalization Active Management (K. Greiner and S. Bruno).
Top Down/Thematic Equity
Management (L. Viehl).
Implementing an Integrated
Quantitative Investment Process (R. Goldsticker).
Factor-Based Approach to
Equity Portfolio Management (F. Fabozzi).
Relative Predictive Power of
the Ad Hoc Expected Return Factor Model and Asset Pricing Models (R. Haugen).
Quantitative Tools in Equity
Valuation and Portfolio Management: Applying the DDM (S. Pisarkiewicz and M. Gordon).
Value-Based Equity Strategies
(G. Schlarbaum).
Equity Analysis Using
Value-Based Metrics (J. Abate, et al.).
Market-Neutral Portfolio
Management (M. McElroy).
Enhanced Indexing (M.
Steinberg and G. Madigan).
Dynamic Style Allocation (B.
Westervelt).
Exploiting Global Equity
Pricing Anomalies (G. Bergstrom, et al.).
242 pages