'French data library html' presentation slideshows

Quantitative Stock Selection

Quantitative Stock Selection. James F. Page III, CFA May 2005. Project Summary. Why Quant Selection is Attractive Methodology Historical Back Testing Model Results Dynamic Weights / Regime Change Benchmarks Next Generation Models Concluding Thoughts. I. Quantitative Stock Selection .

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MGT 4850 Spring 2008 University of Lethbridge

Portfolio Models http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html#Benchmarks. MGT 4850 Spring 2008 University of Lethbridge. Introduction. Portfolio basic calculations Two-Asset examples Correlation and Covariance Trend line Portfolio Means and Variances

294 views • 21 slides

Fama -French 3-Factor Model: Theoretical and Conceptual Underpinnings

3.69k views • 15 slides