附註:Articles which appeared in periodicals, 1988-1999.
Series statement on jacket.
Includes bibliographical references and index.
Copyright; CONTENTS; INTRODUCTION; PART ONE Selecting Securities; CHAPTER 1 The Complexity of the Stock Market *; CHAPTER 2 Disentangling Equity Return Regularities; CHAPTER 3 On the Value of "Value " * ; CHAPTER 4 Calendar Anomalies Abnormal Returns at Calendar Turning Points *; CHAPTER 5 Forecasting the Size Effect *; CHAPTER 6 Earnings Estimates, Predictor Specification, and Measurement Error *; PART TWO Managing Portfolios; CHAPTER 7 Engineering Portfolios A Unified Approach *; CHAPTER 8 The Law of One Alpha *; CHAPTER 9 Residual Risk How Much Is Too Much? *
CHAPTER 10 High-Definition Style Rotation *PART THREE Expanding Opportunities; CHAPTER 11 Long-Short Equity Investing *; CHAPTER 12 20 Myths About Long-Short *; CHAPTER 13 The Long and Short on Long-Short *; CHAPTER 14 Long-Short Portfolio Management An Integrated Approach *; CHAPTER 15 Alpha Transport with Derivatives *; NAME INDEX; SUBJECT INDEX.
