Investment Styles, Market Anomalies, and Global Stock Selection
By Richard O. MichaudInvestment Styles, Market Anomalies, and Global Stock Selection focuses on global factor-return relationships for institutional equity management and style analysis. The author uses a new global factor-return equity database, defined in 1990 and allowed to evolve over time, that was designed to avoid incurring some of the common critiques of market anomaly studies. The framework and data the author presents are intended to enhance the investor/manager's understanding of vital global equity investment issues.
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Book details
- Paperback
- 47 pages
- English
- 0943205468
- 9780943205465
About Richard O. Michaud
richard o. michaud is president and chief investment officer at new frontier advisors. his research and consulting has focused on asset allocation, investm Read More about Richard O. Michaud
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