[PDF][PDF] Foundations of EVA for investment managers
JL Grant - The Journal of Portfolio Management, 1996 - sfu.ca
CS First Boston's landmark 1996" Economic Value Added Conference" may permanently
alter the way investment managers assess real corporate profitability. Since EVA™ …
alter the way investment managers assess real corporate profitability. Since EVA™ …
Constrained leverage in a benchmark-relative framework
H Raubenheimer - Investment Analysts Journal, 2002 - Taylor & Francis
The Mean-Variance (MV) approach to portfolio selection has provided rational investors with
a framework for under uncertainty. The work of Markowitz, Tobin and Sharpe led to a better …
a framework for under uncertainty. The work of Markowitz, Tobin and Sharpe led to a better …
[BOOK][B] Stock selection methods: Fundamental analysis departure in the United States stock market compared and contrasted
AD Eccles - 2004 - search.proquest.com
The semi-strong form of the Efficient Market Hypothesis (EMH) tells investors that it is not
possible to outperform the market. It does this because it claims that the stock price of …
possible to outperform the market. It does this because it claims that the stock price of …