Quantitative value management: the way ahead
Joseph Mariathasan
(Director of Business Development at GMO Woolley Limited, the UK affiliate of Grantham, Mayo, Van Otterloo & Co. LLC. He is also chairman of the UK Asset and Liability Management Association, (UK ALMA).)
6675
Abstract
Investment markets are becoming less rather than more efficient. The author argues that this is because qualitative analysis depends on individuals who are not objective but rely on value judgements which are sometimes successful and sometimes not. The results also depend on the particular individuals remaining within the organisation. The alternative is quantitative value management, which depends far more on independent number‐crunching and computer analysis.
Keywords
Citation
Mariathasan, J. (2002), "Quantitative value management: the way ahead", Balance Sheet, Vol. 10 No. 2, pp. 7-11. https://doi.org/10.1108/09657960210697625
Publisher
:MCB UP Ltd
Copyright © 2002, Authors