The inefficient stock market : what pays off and why /
Robert A. Haugen
- New York : Prentice hall, 2002
- v, 138 p.
Introduction, 1. -- Estimating expected return with the theories of modern finance, 13. -- Estimating portfolio risk and expected return with Ad hoc factor models, 27. -- Payoffs to the five families, 38. -- Predicting future stock returns with the expected-return factor model, 50. -- Counterattack - the first wave, 60. -- Super stocks and stupid stocks, 68. -- The international results, 77. -- The topography of the stock market, 87. -- The positive payoffs to cheapness and profitability, 96. -- The negative payoff to risk, 102. -- The forces behind the technical payoffs to price history, 109. -- Counterattack - The second wave, 114. -- The roads to heaven and hell, 125. -- The wrong 20 - Yard line, 130. -- Glossary, 138.