【Fabozzi】Challenges_in_Quantitative_Equity_.pdf

【Fabozzi】Challenges_in_Quantitative_Equity_.pdf

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1、RFFabozzi042008.bookPageiWednesday,April9,200811:40AMFrankJ.Fabozzi,CFAYaleSchoolofManagementSergioM.FocardiTheIntertekGroupCarolineJonasTheIntertekGroupChallengesinQuantitativeEquityManagementRFFabozzi042008.bookPageiiWednesday,April9,200811:40AMStatementofPurposeTheResearchFoundationofCFAInstit

2、uteisanot-for-profitorganizationestablishedtopromotethedevelopmentanddisseminationofrelevantresearchforinvestmentpractitionersworldwide.NeithertheResearchFoundation,CFAInstitute,northepublication’seditorialstaffisresponsibleforfactsandopinionspresentedinthispublication.Thispublicationreflectsthev

3、iewsoftheauthor(s)anddoesnotrepresenttheofficialviewsoftheResearchFoundationorCFAInstitute.TheResearchFoundationofCFAInstituteandtheResearchFoundationlogoaretrademarksownedbyTheResearchFoundationofCFAInstitute.CFA®,CharteredFinancialAnalyst®,AIMR-PPS®,andGIPS®arejustafewofthetrademarksownedbyCFAI

4、nstitute.ToviewalistofCFAInstitutetrademarksandtheGuidefortheUseofCFAInstituteMarks,pleasevisitourwebsiteatwww.cfainstitute.org.©2008TheResearchFoundationofCFAInstituteAllrightsreserved.Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmitted,inanyformorbyanymeans,electronic,

5、mechanical,photocopying,recording,orotherwise,withoutthepriorwrittenpermissionofthecopyrightholder.Thispublicationisdesignedtoprovideaccurateandauthoritativeinformationinregardtothesubjectmattercovered.Itissoldwiththeunderstandingthatthepublisherisnotengagedinrenderinglegal,accounting,orotherprof

6、essionalservice.Iflegaladviceorotherexpertassistanceisrequired,theservicesofacompetentprofessionalshouldbesought.ISBN978-1-934667-21-711April2008EditorialStaffElizabethCollinsBookEditorNicoleR.RobbinsKaraH.MorrisAssistantEditorProductionManagerLoisCarrierProductionSpecialistRFFabozzi042008.bookPa

7、geiiiWednesday,April9,200811:40AMBiographiesFrankJ.Fabozzi,CFA,isprofessorinthepracticeoffinanceandBectonFellowintheSchoolofManagementatYaleUniversityandeditoroftheJournalofPortfolioManagement.PriortojoiningtheYalefacu

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