Quantitative Strategies for Achieving Alpha (McGraw-Hill Finance & Investing)
Publisher: McGraw-Hill Professional
Number of Pages: 480
Published: 2008-11-21
List price: $69.95
ISBN-10: 0071549846
ISBN-13: 9780071549844
Alpha, higher-than-expected returns generated by an investment strategy, is the holy grail of the investment world. Achieve alpha, and you’ve beaten the market on a risk-adjusted basis. Quantitative Strategies for Achieving Alpha was borne from equity analyst Richard Tortoriello’s efforts to create a series of quantitative stock selection models for his company, Standard & Poor’s, and produce a road map of the market from a quantitative point of view. With this practical guide, you will gain an effective instrument that can be used to improve your investment process, whether ...