This article reports the statistically significant abnormal performance of two strategies. One
strategy is a" book/price" strategy. The strategy buys stocks with a high ratio of book value of …

Estimation and control of security risk are subjects of major theoretical and practical importance.
Much of the literature in this area has focused on the risk associated with returns over a …

… Ban Rosenberg , Kenneth Reid and Ronald Lanstein …

In 1970 Wells Fargo Bank began the development of an investment management process
utilizing the new insights of Capital Market Theory but retaining workable elements of …

Barr Rosenberg, Kenneth Reid, and Ronald Lanstein his article reports the statistically
significant abnormal performance of two strategies. One strategy is a" book/price” strategy. The …

Explicit mathematical models are employed at several stages of the bank planning process
in order to assure consistency and to provide benchmarks for planning. It has been found to …

Streetwise brings together classic articles from the publication that helped revolutionize the
way Wall Street does business. During the recession of the early 1970s, investment …