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책 정보
· 분류 : 외국도서 > 경제경영 > 개인재무관리 > 투자
· ISBN : 9780071849449
· 쪽수 : 216쪽
· 출판일 : 2014-10-31
목차
Foreword by Wesley R. Gray, PhD vii
Acknowledgments xi
Preface xiii
CHAPTER 1 World’s First Index Fund 1
CHAPTER 2 What Goes Up . . . Stays Up 13
CHAPTER 3 Modern Portfolio Theory Principles and Practices 25
CHAPTER 4 Rational and Not-So-Rational Explanations of Momentum 35
CHAPTER 5 Asset Selection: The Good, the Bad, and the Ugly 45
CHAPTER 6 Smart Beta and Other Urban Legends 71
CHAPTER 7 Measuring and Managing Risk 83
CHAPTER 8 Global Equities Momentum 93
CHAPTER 9 Mo’ Better Momentum 115
CHAPTER 10 Final Thoughts 135
APPENDIX A Global Equity Momentum Monthly Results 143
APPENDIX B Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay 145
Notes 173
Glossary 183
Bibliography 193
Recommended Reading 207
Index 209
