Quantitative Value by Carlisle, Tobias, Gray, Wes -- Read -- Imperial Library of Trantor

Index

Cover Series Title Page Copyright Dedication Preface Acknowledgments Part 1: The Foundation of Quantitative Value

Chapter 1: The Paradox of Dumb Money

VALUE STRATEGIES BEAT THE MARKET HOW QUANTITATIVE INVESTING PROTECTS AGAINST BEHAVIORAL ERRORS THE POWER OF QUANTITATIVE VALUE INVESTING NOTES

Chapter 2: A Blueprint to a Better Quantitative Value Strategy

GREENBLATT'S MAGIC FORMULA IT'S ALL ACADEMIC: IMPROVING QUALITY AND PRICE STRATEGY IMPLEMENTATION: INVESTORS BEHAVING BADLY NOTES

Part 2: Margin of Safety—How to Avoid a Permanent Loss of Capital

ACCRUALS AND THE ART OF EARNINGS MANIPULATION PREDICTING PROBMs NOTES

A BRIEF HISTORY OF BANKRUPTCY PREDICTION IMPROVING BANKRUPTCY PREDICTION HOW WE CALCULATE THE RISK OF FINANCIAL DISTRESS SCRUBBING THE UNIVERSE NOTES

Part 3: Quality—How to Find a Wonderful Business

Chapter 5: Franchises—The Archetype of High Quality

THE CHAIRMAN'S SECRET RECIPE HOW TO FIND A FRANCHISE NOTES

Chapter 6: Financial Strength: Foundations Built on Rock

THE PIOTROSKI FUNDAMENTAL SCORE (F_SCORE) OUR FINANCIAL STRENGTH SCORE (FS_SCORE) COMPARING THE PERFORMANCE OF PIOTROSKI'S F_SCORE AND OUR FS_SCORE CASE STUDY: LUBRIZOL CORPORATION NOTES

Part 4: The Secret to Finding Bargain Prices

Chapter 7: Price Ratios: A Horse Race

THE HORSES IN THE RACE RULES OF THE RACE THE RACE CALL A PRICE RATIO FOR ALL SEASONS THE OFFICIAL WINNER NOTES

Chapter 8: Alternative Price Measures—Normalized Earning Power and Composite Ratios

NORMALIZED EARNING POWER COMPOUND PRICE RATIOS: IS THE WHOLE GREATER THAN THE SUM OF ITS PARTS? NOTES

Part 5: Corroborative Signals

STOCK BUYBACKS, ISSUANCE, AND ANNOUNCEMENTS INSIDER TRADERS BEAT THE MARKET ACTIVISM AND CLONING SHORT MONEY IS SMART MONEY NOTES

Part 6: Building and Testing the Model

Chapter 10: Bangladeshi Butter Production Predicts the S&P 500 Close

SUSTAINABLE ALPHA: A FRAMEWORK FOR ASSESSING PAST RESULTS WHAT'S THE BIG IDEA? RIGOROUSLY TEST THE BIG IDEA THE PARAMETERS OF THE UNIVERSE NOTES

Chapter 11: Problems with the Magic Formula

GLAMOUR IS ALWAYS A BAD BET IMPROVING THE STRUCTURE OF A QUANTITATIVE VALUE STRATEGY OUR FINAL QUANTITATIVE VALUE CHECKLIST NOTES

Chapter 12: Quantitative Value Beats the Market

RISK AND RETURN ROBUSTNESS A PEEK INSIDE THE BLACK BOX MAN VERSUS MACHINE BEATING THE MARKET WITH QUANTITATIVE VALUE NOTES

Appendix: Analysis Legend About the Authors About the Companion Website Index