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商品編號： 9-298-012 出版日期： 1997/07/10 作者姓名： Perold, Andre F.;Tierney, Brian 商品類別： Finance 商品規格： 37p 再版日期： 1997/08/19 地域： 產業： Investment management services;Securities and investment banking 個案年度： 1997 - 1997
商品敘述：
Numeric Investors manages equity portfolios with the use of a momentum model and a value model. The momentum model is based on earnings surprise and analysts'' revisions of their earnings estimates. The firm offers long-short as well as long-only strategies, and its approach involves high portfolio turnover. Numeric has experienced rapid growth in assets under management, which has resulted in higher transaction costs. The firm has already closed many of its products to further investment, and needs to decide where to go next. The case provides a rich setting within which to discuss value investing, momentum investing, the efficiency of analysts'' earnings estimates, stock market efficiency, long-short investing, transaction costs, the relationship between assets under management and performance, performance fees, and the business strategies of investment management firms.
涵蓋領域：
Financial markets;Asset management;Portfolio management;Financial strategy
相關資料：
Spreadsheet Supplement, (XLS606), 0p, by Andre F. Perold, Brian Tierney
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