| Description |
1 online resource (1 volume) : illustrations |
| Bibliography |
Includes bibliographical references and index. |
| Contents |
Title Page; Copyright; About the Editor; Contributors; Preface; TOPIC CATEGORIES; Guide to the Encyclopedia of Financial€Models; ORGANIZATION; Equity Models and Valuation; Dividend Discount Models; DIVIDEND MEASURES; DIVIDENDS AND STOCK PRICES; BASIC DIVIDEND DISCOUNT MODELS; THE FINITE LIFE GENERAL DIVIDEND DISCOUNT MODEL; CONSTANT GROWTH DIVIDEND DISCOUNT MODEL; MULTIPHASE DIVIDEND DISCOUNT MODELS; STOCHASTIC DIVIDEND DISCOUNT MODELS; EXPECTED RETURNS AND DIVIDEND DISCOUNT MODELS; KEY POINTS; REFERENCES; Discounted Cash Flow Methods for Equity Valuation; DIVIDEND DISCOUNT MODEL. |
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CONSTANT-GROWTH DDMNONCONSTANT-GROWTH DDM; INTUITION BEHIND THE DDM; COMPLICATIONS IN IMPLEMENTING THE DDM IN THE REAL WORLD; ADAPTING TO THE COMPLICATIONS: THE EARNINGS PER SHARE APPROACH; FREE CASH FLOW DCF MODEL-TOTAL FIRM VALUATION; CALCULATING FCF; USING THE CASH-FLOW STATEMENT TO ARRIVE AT OCF AND FCF; VALUING THE TOTAL FIRM; ESTIMATING TOTAL FIRM VALUE USING THE FCF MODEL; KEY POINTS; REFERENCES; Relative Valuation Methods for Equity Analysis; BASIC PRINCIPLES OF RELATIVE VALUATION; HYPOTHETICAL EXAMPLE; KEY POINTS; NOTES; REFERENCES; Equity Analysis in a Complex Market. |
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AN INTEGRATED APPROACH TO A SEGMENTED MARKETDISENTANGLING; CONSTRUCTING, TRADING, AND EVALUATING PORTFOLIOS; PROFITING FROM COMPLEXITY; KEY POINTS; NOTES; REFERENCES; Equity Portfolio Selection Models in Practice; PORTFOLIO CONSTRAINTS COMMONLY USED IN PRACTICE; BENCHMARK EXPOSURE AND TRACKING ERROR MINIMIZATION; INCORPORATING TRANSACTION COSTS; INCORPORATING TAXES; MULTIACCOUNT OPTIMIZATION; ROBUST PARAMETER ESTIMATION; PORTFOLIO RESAMPLING; ROBUST PORTFOLIO OPTIMIZATION; KEY POINTS; NOTES; REFERENCES; Basics of Quantitative Equity Investing; EQUITY INVESTING. |
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FUNDAMENTAL VS. QUANTITATIVE INVESTORTHE QUANTITATIVE STOCK SELECTION MODEL; THE OVERALL QUANTITATIVE INVESTMENT PROCESS; RESEARCH; PORTFOLIO CONSTRUCTION; MONITORING; CURRENT TRENDS; KEY POINTS; NOTES; Quantitative Equity Portfolio Management; TRADITIONAL AND QUANTITATIVE APPROACHES TO EQUITY PORTFOLIO MANAGEMENT; FORECASTING STOCK RETURNS, RISKS, AND TRANSACTION COSTS; CONSTRUCTING PORTFOLIOS; TRADING; EVALUATING RESULTS AND UPDATING THE PROCESS; KEY POINTS; REFERENCES; Forecasting Stock Returns; THE CONCEPT OF PREDICTABILITY; A CLOSER LOOK AT PRICING MODELS; PREDICTIVE RETURN MODELS. |
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IS FORECASTING MARKETS WORTH THE EFFORT?KEY POINTS; NOTES; REFERENCES; Factor Models for Portfolio Construction; Factor Models; ARBITRAGE PRICING THEORY; TYPES OF FACTOR MODELS; FACTOR MODEL ESTIMATION; USE OF PRINCIPAL COMPONENTS ANALYSIS; KEY POINTS; REFERENCES; Principal Components Analysis and Factor Analysis; FACTOR MODELS; PRINCIPAL COMPONENTS ANALYSIS; FACTOR ANALYSIS; PCA AND FACTOR ANALYSIS COMPARED; KEY POINTS; REFERENCES; Multifactor Equity Risk Models and Their Applications; MOTIVATION; EQUITY RISK FACTOR MODELS; APPLICATIONS OF EQUITY RISK MODELS; KEY POINTS; NOTES; REFERENCES. |
| Summary |
An essential reference dedicated to a wide array of financial models, issues in financial modeling, and mathematical and statistical tools for financial modeling The need for serious coverage of financial modeling has never been greater, especially with the size, diversity, and efficiency of modern capital markets. With this in mind, the Encyclopedia of Financial Models, 3 Volume Set has been created to help a broad spectrum of individuals--ranging from finance professionals to academics and students--understand financial modeling and make use of the various models currently available. Incorporating timely research and in-depth analysis, the Encyclopedia of Financial Models is an informative 3-Volume Set that covers both established and cutting-edge models and discusses their real-world applications. Edited by Frank Fabozzi, this set includes contributions from global financial experts as well as academics with extensive consulting experience in this field. Organized alphabetically by category, this reliable resource consists of three separate volumes and 127 entries--touching on everything from asset pricing and bond valuation models to trading cost models and volatility--and provides readers with a balanced understanding of today's dynamic world of financial modeling. This 3-Volume Set contains coverage of the fundamentals and advances in financial modeling and provides the mathematical and statistical techniques needed to develop and test financial models Emphasizes both technical and implementation issues, providing researchers, educators, students, and practitioners with the necessary background to deal with issues related to financial modeling Each volume includes a complete table of contents and index for easy access to various parts of the encyclopedia Financial models have become increasingly commonplace, as well as complex. They are essential in a wide range of financial endeavors, and this 3-Volume Set will help put them in perspective. |
| Subject |
Investments -- Management -- Encyclopedias.
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Portfolio management -- Encyclopedias.
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Investments -- Encyclopedias.
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Investissements -- Encyclopédies. |
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Gestion de portefeuille -- Encyclopédies. |
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Investments -- Management |
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Portfolio management |
| Genre |
Encyclopedias
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| Added Author |
Fabozzi, Frank J.
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| ISBN |
9781118539682 |
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1118539680 |
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1118010337 |
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9781118010334 |
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