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Investment Styles, Market Anomalies and Global Stock Selection (Research Foundation of AIMR and Blackwell Series in Finance)

by Richard O. Michaud

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Average Customer Review:3 out of 5 stars
1 of 1 people found the following review helpful:

3 out of 5 starsEquity Markets - Quantitative Analysis, 2005-09-05
The monograph is useful for investment professionals seeking to develop quantitative models of equity performance or to understand the performance of those models. Proves that the "drivers" of above-index returns differ between markets and differ over time. Clearly written good exposition with interesting references, but are YOU really interested in the subject?




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