✓ Read ☆ Investment Styles, Market Anomalies and Global Stock Selection (Research Foundation of AIMR and Blackwell Series in Finance) by Richard Michaud ↠ eBook or Kindle ePUB

The framework and data the author presents are intended to enhance the investor/manager's understanding of vital global equity investment issues.. 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 cr

• Title : Investment Styles, Market Anomalies and Global Stock Selection (Research Foundation of AIMR and Blackwell Series in Finance)
• Author : Richard Michaud
• Rating : 4.61 (122 Vote)
• Publish : 2016-11-30
• Format : Paperback
• Pages : 51 Pages
• Asin : 0943205468
• Language : English

The framework and data the author presents are intended to enhance the investor/manager's understanding of vital global equity investment issues.. 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. Investment Styles, Market Anomalies, and Global Stock Selection focuses on global factor-return relationships for institutional equity management and style analysis

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Richard O. Michaud is a Graham and Dodd Scroll winner for his work in optimization, a director of the "Q" Group, and an Editorial Board member of the Financial Analysts Journal. He has recently completed the book Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation (June 1998).

. in mathematics from Boston University and has taught investment management at Columbia University. Mr. Michaud has a Ph.D.

His prior positions include director of research and new product development at State Street Bank and Trust Company, head of equity analytics at Merill Lynch, and director of quantitative investment services at Prudential Securities.

Mr. Michaud is senior vice pre

The framework and data the author presents are intended to enhance the investor/manager's understanding of vital global equity investment issues. From the Back CoverInvestment 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