1.

Record Nr.

UNINA9910820543903321

Autore

Gray Wesley R.

Titolo

Quantitative value : a practitioner's guide to automating intelligent investment and eliminating behavioral errors + website / / Wesley R. Gray, PhD and Tobias E. Carlisle, LLB

Pubbl/distr/stampa

Hoboken, New Jersey : , : Wiley, , 2013

©2013

ISBN

1-119-20545-X

1-283-86938-1

1-118-42000-4

Edizione

[1st edition]

Descrizione fisica

1 online resource (290 p.)

Collana

Wiley Finance

Disciplina

332

332.6

Soggetti

Investments - Psychological aspects

Investments - Decision making

Quantitative research

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Includes index.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Foreword -- Preface -- Acknowledgments -- The foundation of quantitative value -- The paradox of dumb money -- A blueprint to a better quantitative value strategy -- Margin of safety : how to avoid a permanent loss of capital -- Hornswoggled! : eliminating earnings manipulators and outright frauds -- Measuring the risk of financial distress : how to avoid the sick men of the stock market -- Notes -- Appendix: analysis legend -- About the authors -- About the companion website -- Index.

Sommario/riassunto

A must-read book on the quantitative value investment strategy Warren Buffett and Ed Thorp represent two spectrums of investing: one value driven, one quantitative. Where they align is in their belief that the market is beatable. This book seeks to take the best aspects of value investing and quantitative investing as disciplines and apply them to a completely unique approach to stock selection. Such an approach has several advantages over pure value or pure quantitative investing. This new investing strategy framed by the book is known as quantitative



value, a superior, market-beatin