Sentences with phrase «quantitative value investment»

We then independently backtest each method, and strategy, and combine the best into a new quantitative value investment model.

In Quantitative Value, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple quantitative value investment strategies.

In Quantitative Value, we make the case for quantitative value investment in stock selection and portfolio construction.

We begin our investigation by examining two simple quantitative value investment strategies: one suggested by the great value investor and philosopher Benjamin Graham, and the other Joel Greenblatt's Magic Formula, and ask if there are simple ways to improve upon them.

Click here to read Simple But Not Easy: The Case for Quantitative Value Investment.

Continuing the quantitative value investment theme I've been trying to develop over the last week or so, I present my definition of a simple quantitative value strategy: net nets.

In Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors Wes and I discuss in detail industry and academic research into a variety of improved fundamental value investing methods, and simple quantitative value investment strategies.

In Quantitative Value we begin our investigation by examining two simple quantitative value investment strategies: one suggested by the great value investor and philosopher Benjamin Graham, and the other Joel Greenblatt's Magic Formula, and ask if there are simple ways to improve upon them.

In Quantitative Value, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple quantitative value investment strategies.

We then independently backtest each method, and strategy, and combine the best into a new quantitative value investment model.

Not exact matches

When that proverbial tide rolls out, owning investments that are fairly valued and that minimize the distortion that's been caused by years of central bank quantitative easing will make sense.

Posted in Contrarian investment, Quantitative investment, Strategy, Value Investment, tagged Joel Greenblatt, Magic Formula, Robert Novy - Marx on March 19, 2013 3 Commeinvestment, Quantitative investment, Strategy, Value Investment, tagged Joel Greenblatt, Magic Formula, Robert Novy - Marx on March 19, 2013 3 Commeinvestment, Strategy, Value Investment, tagged Joel Greenblatt, Magic Formula, Robert Novy - Marx on March 19, 2013 3 CommeInvestment, tagged Joel Greenblatt, Magic Formula, Robert Novy - Marx on March 19, 2013 3 Comments»

I recently started reading Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors ($) by Wesley

Arnold Van Den Berg Founder, Co-Chief Investment Officer, Century Management Topic: «Value Investing During Worldwide Quantitative Easing»

When that proverbial tide rolls out, owning investments that are fairly valued and that minimize the distortion that's been caused by years of central bank quantitative easing will make sense.

As with Wes» previous book, Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors, DIY Financial Advisor is chock full of both anecdotes and analytical results.

LSV Asset Management is a quantitative value shop founded by Josef Lakonishok, Andrei Schleifer, and Robert Vishny, authors of the landmark 1994 Contrarian Investment, Extrapolation, and Risk paper, which is a favorite topic of mine (for more, see the archives on LSV and quantitative inInvestment, Extrapolation, and Risk paper, which is a favorite topic of mine (for more, see the archives on LSV and quantitative investmentinvestment).

Posted in About, Stocks, Value Investment Tagged Lakonishok Shleifer and Vishny, Quantitative investment Investment Tagged Lakonishok Shleifer and Vishny, Quantitative investment investment 7 Comments

Posted in About, Behavioral economics, Quantitative investment, Strategy Tagged Strategy, Value Investment investment, Strategy Tagged Strategy, Value Investment Investment 5 Comments

Posted in About, Stocks, Value Investment, tagged Lakonishok Shleifer and Vishny, Quantitative investment on October 26, 2010 7 CommeInvestment, tagged Lakonishok Shleifer and Vishny, Quantitative investment on October 26, 2010 7 Commeinvestment on October 26, 2010 7 Comments»

In early 2013, Wiley published the book Quantitative Value, A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors, which Wesley co-authored with Tobias Carlisle.

I suspect Charles would push for me to consider making my first ETF investment into ValueShares US Quantitative Value (QVAL).

He is the co-author of Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors.

-LSB-...] laying the groundwork for a quantitative approach to value investment.

Posted in About, Behavioral economics, Contrarian investment, Strategy Tagged Quality, Quantitative Value Book, Warren Buffett 5 Comments

Posted in About, Behavioral economics, Quantitative investment, Stocks, Strategy Tagged James Montier, Joel Greenblatt, Value investing 2 Comments

Posted in Contrarian investment, Strategy, Value Investment, Warren Buffett Tagged Joel Greenblatt, Quantitative Value Book, The Little Book That Beats The Market investment, Strategy, Value Investment, Warren Buffett Tagged Joel Greenblatt, Quantitative Value Book, The Little Book That Beats The Market Investment, Warren Buffett Tagged Joel Greenblatt, Quantitative Value Book, The Little Book That Beats The Market 4 Comments

Posted in About, Quantitative investment, Stocks, Value Investment Tagged Quantitative, Value investing 1investment, Stocks, Value Investment Tagged Quantitative, Value investing 1Investment Tagged Quantitative, Value investing 11 Comments

A Q&A with Wes Gray, co-author of Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors.

Cornerstone Value Fund Portfolio Manager Brian Peery discusses the Fund's quantitative investment strategy, which seeks large, widely held dividend - yielding companies.

Earlier this week we had a two - part Q&A with Wes Gray, one of the co-authors of Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors.

This is a self - selected world - class investment group that focuses on both the quantitative as well as the qualitative aspects of investing, from generating investment ideas, to exploring the investment process, thinking independently, to valuing a business.

Posted in About, Quantitative investment, Stocks, Value Investment, tagged Quantitative investment, Value Investment on March 31, 2010 11 Commeinvestment, Stocks, Value Investment, tagged Quantitative investment, Value Investment on March 31, 2010 11 CommeInvestment, tagged Quantitative investment, Value Investment on March 31, 2010 11 Commeinvestment, Value Investment on March 31, 2010 11 CommeInvestment on March 31, 2010 11 Comments»

Posted in About, Quantitative investment, Stocks, Value Investment, tagged Price - to - book Value, Quantitative, Value Investment on March 1, 2010 3 Commeinvestment, Stocks, Value Investment, tagged Price - to - book Value, Quantitative, Value Investment on March 1, 2010 3 CommeInvestment, tagged Price - to - book Value, Quantitative, Value Investment on March 1, 2010 3 CommeInvestment on March 1, 2010 3 Comments»

Quantitative Value is a must - read for those with a love of value investing and a desire to make the investment process less ad -Value is a must - read for those with a love of value investing and a desire to make the investment process less ad -value investing and a desire to make the investment process less ad - hoc.

Posted in About, Book, Catalysts, Contrarian investment, Strategy Tagged Book, Quantitative Value 95 Comments

«We seek to marry Ed Thorp's quantitative approach to Warren Buffett's value investment philosophy.»

Posted in About, Behavioral economics, Quantitative investment, Quantitative Value Book, Strategy, Value Investment, tagged Benjamin Graham, Charlie Munger, Quantitative Value Book, Warren Buffett on January 9, 2013 22 Commeinvestment, Quantitative Value Book, Strategy, Value Investment, tagged Benjamin Graham, Charlie Munger, Quantitative Value Book, Warren Buffett on January 9, 2013 22 CommeInvestment, tagged Benjamin Graham, Charlie Munger, Quantitative Value Book, Warren Buffett on January 9, 2013 22 Comments»

-LSB-...] Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Biase by Wesley Gray and Tobias Carlisle is now available.

An elegant synthesis of Warren Buffett's value investment philosophy and Ed Thorp's quantitative approach.

Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors by Wesley R. Gray and Tobias E. Carlisle is a «must read.»

Among investors, he is best known for his pioneering work in quantitative analysis, described in his book What Works on Wall Street: A Guide to the Best - Performing Investment Strategies of All Time, and which sought to finally answer the question of what works best — value or growth investing.

The menu also includes ideas from 30 or so «experts,» including price - to - sales innovator Kenneth L. Fisher of Fisher Investments, value investor Joel Greenblatt of Gotham Asset Management, and quantitative pioneers James O'Shaughnessy of O'Shaughnessy Asset Management, and Investor's Business Daily Founder William O'Neil.

Posted in About, Behavioral economics, Quantitative investment, Quantitative Value Book, Strategy, Value Investment Tagged Benjamin Graham, Charlie Munger, Quantitative Value Book, Warren Buffett 2investment, Quantitative Value Book, Strategy, Value Investment Tagged Benjamin Graham, Charlie Munger, Quantitative Value Book, Warren Buffett 2Investment Tagged Benjamin Graham, Charlie Munger, Quantitative Value Book, Warren Buffett 22 Comments

I have struggled with the quantitative vs. qualitative approach to value investment.

Posted in About, Behavioral economics, Quantitative investment, Strategy, tagged Strategy, Value Investment on June 11, 2012 5 Commeinvestment, Strategy, tagged Strategy, Value Investment on June 11, 2012 5 CommeInvestment on June 11, 2012 5 Comments»

Posted in About, Behavioral economics, Contrarian investment, Quantitative investment, Strategy, tagged Apple Inc. (NASDAQ: AAPL), Quantitative Value Book on April 24, 2013 4 Comments»

Recently I've been laying the groundwork for a quantitative approach to value investment.

The underlying investments tumbled in value in the May / June timeframe when it looked like quantitative easing was about to be cut short.

Having worked most of my working life in Australia with Ron Brierley and subsequently as an analyst in Canada focused on value oriented investing, I believe that Tobias has produced an excellent assessment of the investment analysis methodology used by some of the finest minds, supported it with quantitative data and highlighted the proven record of using enterprise value and EBIT.