Quantitative strategies for achieving alpha
By: Richard Tortoriello.
Series: [McGraw-Hill finance & investing]; McGraw-Hill finance & investing
Publisher: McGraw Hill
Published: 2009
Place of publication: New York
Language: eng
Number of pages: 466
ISBN-13: 9780071549844
Subjects: Investment analysis; Portfolio management; Rate of return
Notes: Series statement from jacket.

Includes bibliographical references and index.
Table of contents: title: Introduction : in search of alpha; title: Methodology; title: The day-to-day drivers of stock market returns; title: Profitability; title: Valuation; title: Cash flow; title: Growth; title: Capital allocation; title: Price momentum; title: Red flags; title: Collected wisdom; title: Combining the factors; title: Integrating the stratetgies into your investment approach.