Download or read book The Profitability of Style Rotation Strategies in the United Kingdom written by Mario Levis and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors investigate the profitability of size and value/growth rotation strategies in the United Kingdom over the last thirty years after adjusting for various levels of forecasting skills and transaction costs. Furthermore, the authors link the size and the value/growth style spreads with a number of business cycle variables, and assess trading rules built upon their ex ante predictions. Their findings provide strong support for small versus large, but not value versus growth style rotation strategies.

Download or read book The Profitability of Style Rotation Strategies in the United Kingdom Value growth and Momentum written by Kam Chuen Tse and published by . This book was released on 2003 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Flexible Style Investment the Profitability of Style Rotation Strategies in Japan written by Emmanouil Koutsounakis and published by . This book was released on 2003 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Factor Investing written by Emmanuel Jurczenko and published by Elsevier. This book was released on 2017-10-17 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edited volume consists of a collection of original articles written by leading industry experts in the area of factor investing.The chapters introduce readers to some of the latest research developments in the area of equity and alternative investment strategies.Each chapter deals with new methods for constructing and harvesting traditional and alternative risk premia, building strategic and tactical multifactor portfolios, and assessing related systematic investment performances. This volume will be of help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge and understanding of systematic risk factor investing. A practical scope An extensive coverage and up-to-date researcch contributions Covers the topic of factor investing strategies which are increasingly popular amongst practitioners

Download or read book Computational Management written by Srikanta Patnaik and published by Springer Nature. This book was released on 2021-05-29 with total page 682 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a timely review of cutting-edge applications of computational intelligence to business management and financial analysis. It covers a wide range of intelligent and optimization techniques, reporting in detail on their application to real-world problems relating to portfolio management and demand forecasting, decision making, knowledge acquisition, and supply chain scheduling and management.

Download or read book Computational Intelligence Techniques for Trading and Investment written by Christian Dunis and published by Routledge. This book was released on 2014-03-26 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational intelligence, a sub-branch of artificial intelligence, is a field which draws on the natural world and adaptive mechanisms in order to study behaviour in changing complex environments. This book provides an interdisciplinary view of current technological advances and challenges concerning the application of computational intelligence techniques to financial time-series forecasting, trading and investment. The book is divided into five parts. The first part introduces the most important computational intelligence and financial trading concepts, while also presenting the most important methodologies from these different domains. The second part is devoted to the application of traditional computational intelligence techniques to the fields of financial forecasting and trading, and the third part explores the applications of artificial neural networks in these domains. The fourth part delves into novel evolutionary-based hybrid methodologies for trading and portfolio management, while the fifth part presents the applications of advanced computational intelligence modelling techniques in financial forecasting and trading. This volume will be useful for graduate and postgraduate students of finance, computational finance, financial engineering and computer science. Practitioners, traders and financial analysts will also benefit from this book.

Download or read book Integrated Wealth Management written by Jean L. P. Brunel and published by Euromoney Books. This book was released on 2006 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an examination of the management of portfolios of high net worth individuals (HNWIs). Jean L.P. Brunel identifies the factors which demand a different approach from that of traditional portfolio management strategy. He suggests a new approach to wealth management, proposing practical steps which will take you beyond the role of portfolio manager to that of "wealth manager". Punctuated by examples and case histories from the author's extensive experience, the book examines each aspect of wealth management in detail, such as the importance of investor psychology; how to maximize tax efficiency including a tax-efficient portfolio construction model; the implications of multiple asset locations; capital market opportunities and forecasting; strategic asset allocation; the importance of manager selection; and the multimanager approach. This ground-breaking book should show you the route to a more effective wealth management strategy. By understanding the needs of the individual investor, maximizing the tax efficiencies and applying a fully integrated approach you can become a successful "wealth manager." -- Publisher description.

Download or read book A Re examination of the Size and Value Effects in the UK written by Manolis G. Liodakis and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book PACIFIC BASIN FINANCE JOURNAL written by and published by . This book was released on 2004 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Style Rotation Strategies written by Mario Levis and published by . This book was released on 2004 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: Effective implementation of market timing and style rotation strategies poses challenging questions to an active fund manager. In addition to the problems associated in devising a truly viable forecasting model, style rotation has direct implications on portfolio risk constraints and transaction costs; furthermore, implementation depends on institutional constraints and the in-house investment philosophy. Using a variety of implementation rules that explicitly control for risk, we find that style rotation strategies are profitable for investors with different benchmarks and various risk constraints. More specifically, style rotation is as feasible for hedge fund managers who target absolute returns as it is for traditional fund managers who face tight risk constraints. The break-even transaction costs required before the style rotation strategies become unprofitable, are reasonable especially for fund managers who invest in medium sized companies.

Download or read book Study of the Effectiveness of Style Rotation Strategies with Size and Value Effects in European Market written by 黃信閔 and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Business Periodicals Index written by and published by . This book was released on 1999 with total page 1928 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Post cost Profitability of Momentum Trading Strategies written by Sam Agyei-Ampomah and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Strategic Manufacturing for Competitive Advantage written by Steve Brown and published by Prentice Hall PTR. This book was released on 1996 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concentrates on the strategic role and importance of production / operations, enabling the firm to be competitive in global markets. The first chapter, on strategic issues, provides an important framework for the rest of the book. Human resource management and new product development are given chapters of their own, and the chapter on manufacturing strategy provides an exhaustive discussion of key areas. Endorsements "There is no single text that I can think of which is as soundly written on the subject as this one. The perspective is clearly based on 20/20 vision, the toolkit is knowledgeably and freshly laid out and the supporting evidence described by a person obviously and freshly laid out and the supporting evidence described by a person obviously master of his subject." Dr Tom Mullen, Strathclyde Graduate Business School, University of Strathclyde "A timely book which is a step ahead of competing texts by demanding proper consideration be given to production and human resource operations in the top planners' inner sanctum. This text demonstrates how to achieve competitive and desired results. Strategy and tactics are rarely so thoroughly examined in a way to help the manager and employer alike to meet the new global challenge of the 21st century." Dr Manton C Gibbs, Professor of Strategic Studies, International Journal of Commerce and Management

Download or read book Bulletin of the Atomic Scientists written by and published by . This book was released on 1970-06 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Bulletin of the Atomic Scientists is the premier public resource on scientific and technological developments that impact global security. Founded by Manhattan Project Scientists, the Bulletin's iconic "Doomsday Clock" stimulates solutions for a safer world.

Download or read book Investment Analysis Portfolio Management written by Frank K. Reilly and published by Cengage AU. This book was released on 2019-11-19 with total page 1062 pages. Available in PDF, EPUB and Kindle. Book excerpt: This first Asia-Pacific edition of Reilly/Brown’s Investment Analysis and Portfolio Management builds on the authors’ strong reputations for combining solid theory with practical application and has been developed especially for courses across the Australia, New Zealand, and Asia-Pacific regions. The real-world illustrations and hands-on activities enhance an already rigourous, empirical approach to topics such as investment instruments, capital markets, behavioural finance, hedge funds, and international investment. The text also emphasises how investment practice and theory are influenced by globalisation.

Download or read book Bulletin of the Atomic Scientists written by and published by . This book was released on 1969-02 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Bulletin of the Atomic Scientists is the premier public resource on scientific and technological developments that impact global security. Founded by Manhattan Project Scientists, the Bulletin's iconic "Doomsday Clock" stimulates solutions for a safer world.