Equity Management: Quantitative Analysis for Stock Selection

by Bruce I. Jacobs

Two pioneers and innovators in the money management field present their choice of groundbreaking, peer-reviewed articles on subjects including portfolio engineering and long-short investment strategy. More than just a collection of classic review pieces, however, Equity Management provides new material to introduce, interpret, and integrate the pieces, with an introduction that provides an authoritative overview of the chapters. Important and innovative, it is destined to become the "Graham and Dodd" of quantitative equity investing.

Genres: Finance

400 pages, Hardcover

First published December 31, 2000

About the author

Bruce I. Jacobs holds a PhD in finance from the Wharton School of the University of Pennsylvania. He is the author of Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes and coauthor, with Kenneth Levy, of Equity Management: Quantitative Analysis for Stock Selection. He serves on the advisory board of the Journal of Portfolio Management.

Reviews

[Clare · Rating 5 out of 5]

I read this when I moved from fixed income to equity. The authors cover a wide range of subjects with a series of classic papers. If you can get hold of this book I would recommend you do.

[May Ling · Rating 3 out of 5]

Equity Management goes through the basics of active portfolio management and the emergence of quantitative long-short equity investments, via a series of articles. It is an interesting read for those who wish to review/have a reference to the literature leading to this area of finance.