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Full-Text Articles in Finance and Financial Management
Measuring Effectiveness Of Quantitative Equity Portfolio Management Methods, Andrew J. Mesale
Measuring Effectiveness Of Quantitative Equity Portfolio Management Methods, Andrew J. Mesale
Honors Projects in Finance
In this paper, I use quantitative computer models to measure the effectiveness of Quantitative Equity Portfolio Management in predicting future stock returns using commonly accepted industry valuation factors. Industry knowledge and practices are first examined in order to determine strengths and weaknesses, as well as to build a foundation for the modeling. In order to assess the accuracy of the model and its inherent concepts, I employ up to ten years of historical data for a sample of stocks. The analysis examines the historical data to determine if there is any correlation between returns and the valuation factors. Results suggest …
The Archway Investment Fund Semi Annual Report, December 2008, Bryant University, Archway Investment Fund
The Archway Investment Fund Semi Annual Report, December 2008, Bryant University, Archway Investment Fund
Archway Investment Fund
No abstract provided.
The Archway Investment Fund Semi Annual Report, May 2008, Bryant University, Archway Investment Fund
The Archway Investment Fund Semi Annual Report, May 2008, Bryant University, Archway Investment Fund
Archway Investment Fund
No abstract provided.