A quantitative equity strategy based on factors formed by industries in the S&P500

A quantitative equity strategy based on factors formed by industries in the S&P500

Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2011.

Bibliographic Details
Main Author:	Liu, Jack Wen-Hao
Other Authors:	John DeTore.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2011
Subjects:	Sloan School of Management.
Online Access:	http://hdl.handle.net/1721.1/65809

Similar Items

An empirical analysis of quantitative trading strategies
by: Aiuchi, Masaharu
Published: (2009)

The equity and information contents of a security : implications for issuance strategy
by: Dowling, James J. (James Joseph)
Published: (2005)

The impact of venture capital and private equity on the clean tech industry
by: Hubert, Nicolas P
Published: (2016)

Economic modeling of Korean private equity market through comparisons of market structures and investment strategies between the Korean and American private equity market
by: Baek, Kiwoong, 1960-
Published: (2005)

From growth equity to leveraged buyout : making private equity investments in China
by: Xiao, Le, S.M. Massachusetts Institute of Technology
Published: (2013)

Interaction model of private equity and venture capital developing factors in Chile and Latin America
by: Sevil Esteban, Ángel
Published: (2012)

Intermediation frictions in equity markets
by: Seegmiller, Bryan.
Published: (2020)

Is there momentum in Korean equity market?
by: Shin, Sungchul, S.M. Massachusetts Institute of Technology
Published: (2017)

Southeast Asia Equity ETFs
by: Kamthornkittikul, Napol
Published: (2016)

Quantitative methods for testing pricing strategies at the United States Postal Service
by: Valera, Giselle Elisa
Published: (2017)

Purchasing strategy : a key factor for success in the computer industry
by: Consunji, Rita J
Published: (2005)

From value-added VCs to equity crowdfunding syndicates : the new platforms of the venture capital industry
by: Coppey, Louis
Published: (2016)

An analysis of Russian equity capital markets
by: Harwood, Catherine F. (Catherine Freda)
Published: (2012)

Challenges and opportunities in the Tunisian private equity sector
by: Gharbi, Moez, S.M. Massachusetts Institute of Technology
Published: (2012)

Developing a private equity business in China
by: Gui, Zhaoyu
Published: (2007)

The blockchain revolution : new opportunities in equity markets
by: Lamarque, Mélodie
Published: (2016)

Developing high-frequency equities trading models
by: Infantino, Leandro Rafael, et al.
Published: (2010)

The sources of equity financing for rapidly growing ventures
by: Lubynsky, Roman M. (Roman Marian)
Published: (2005)

The development of the AngelList online syndication model in equity crowdfunding and its effects on venture capitalism and the seed funding industry
by: Etienne, Alain, S.M. Sloan School of Management, et al.
Published: (2017)

Analysis of the relationship between size and returns in private equity
by: Limal, Emmanuel (Emmanuel Arnaud Michel)
Published: (2015)

Earnings expectations, security valuation, and the cost of equity capital
by: Crowell, Richard A
Published: (2005)

Appropriateness and feasibility of targeted diversification in a private equity portfolio
by: Browne, Kathleen R. (Kathleen Rose)
Published: (2007)

Analysis of investment prospects for Chinese private equity firms in the U.S. market
by: Wang, Huifeng, S.M. Massachusetts Institute of Technology
Published: (2015)

Connective development : recognizing the networked city in forming a progressive urban economic development strategy
by: Haynes, Anne Gatling
Published: (2013)

Technology strategy in commodity industries
by: West, Hugh
Published: (2005)

Niche strategies in the healthcare industry
by: Hagisako, Takahiro
Published: (2017)

From the frying pan to the fire : lateral movement and the lack of women equity partners
by: Hsi, Helen (Helen Hung Ying)
Published: (2011)

Corporate restructuring : an analysis of spin-offs, sell-offs and equity carve-outs
by: Powers, Eric A. (Eric Allen), 1964-
Published: (2015)

Maintaining optimal CEO incentives through equity grants and CEO portfolio rebalancing
by: Li, Ying, 1971 Mar. 16-
Published: (2005)

Returns on capital of the private equity asset class : an alternative methodology and comparative analysis
by: Lick, Jeffrey F. (Jeffrey Francis), 1969-
Published: (2005)

Corporate strategy consideration of the phase-out joint venture as a form of direct foreign private investment.
by: Ferguson, Terry Douglas
Published: (2013)

The liner shipping industry : strategies for survival
by: Fernández-Alonso Trueba, Macario
Published: (2005)

Public private equity : an evaluation of public early stage risk capital initiatives in Norway
by: Oeby, Simen Berger
Published: (2014)

How can private equity firms create value through improvements in the operating performance?
by: Bassoulet, Arnaud
Published: (2015)

Raising a renewable energy-focused private equity fund denominated in foreign currencies
by: Miao, Quan, S.M. Massachusetts Institute of Technology
Published: (2011)

Commercial lending strategy for mature industry : the case of the motorcycle industry in Taiwan
by: Chiu, Chin-Tain
Published: (2005)

Technology strategy--an assessment of the mobile telecommunications industry
by: Balem, Michel
Published: (2005)

Strategies of organization development in the securities brokerage industry.
by: Wagner, William Robert
Published: (2012)

Technology strategy : the case of the diagnostic ultrasound industry
by: Friar, John
Published: (2015)

New diversification strategies for the Japanese alcohol industry
by: Yoshimura, Toru, M.B.A. Massachusetts Institute of Technology
Published: (2007)