Analytical Approaches to Stock Selection

Showing how the stock selection process can be enhanced through the use of quantitative management tools, contributors analyze investment strategies organized around growth, value, size and sector rotation. Topics include a low-P/E-to-consistent-growth-rate strategy; investing in the machine age compared with the information age; continental European small-cap stocks; valuation tools such as price-to-earnings and price-to-book for sector and style rotation; and enhanced index portfolio construction using full covariance optimization. Annotation c. by Book News, Inc., Portland, Or.