Index
Abnormal earnings valuation, 55–57
Accumulated unamortized R&D
account, addition, 57
Active equity strategies, 202
enhancement, 162
Active global portfolios
country-neutral stock selection, 417–418
naive stock selection, 416–417
Active investment strategies, examples, 450
Active management, labor-intensive methods, 153
Active/passive portfolio, tracking error, 254
Active return
attribution, 268
data, 253e
Actual tracking error, 453
predicted tracking error, contrast, 453–454
Adaptive market hypothesis, 232
Adaptive modeling techniques, 217–218
Adaptive models, usage, 217–218
Adjusted R-square, increase, 240
After-tax interest expense, 41
After-tax performance, report, 461–462
After-tax ROC, 42
assignation, 331
calculation, 253e
data, 253e
factor, 309
models, 265
portfolio, 490
production, 225
repair portfolio
excess returns, 409e
outperformance, 410e
repair process, function, 408–411
sources, 22
American Depositary Receipts (ADRs), 110
Annualized return-to-volatility, increase, 406–407
Annual net payments, calculation, 83–84
Anti-franchise firms, 72
money, loss, 74
Anti-franchise growth, examples, 95–96
Arbitrage
cointegration, relationship, 530
opportunity, recognition, 522
Arbitrage Pricing Theory (APT), 200
factors, 377
ARCH-GARCH model, volatility ...
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