A classic guide to handicap strategies in the field of thoroughbred racing Just as football evolved with the introduction of the forward pass and basketball with the development of the jump shot, so too was handicapping forever changed by the use of speed figures--and it all started with Andrew Beyer. With a foreword discussing the changes that have swept horse racing since the book's original publication in 1975, Picking Winners is essential reading both for serious horseplayers and curious amateurs.

If you are looking for the best market, industry or sector to invest in; the “best-in-class” companies to invest in or work with; and need good, current and objective insights to do so, then this is the book for you. Using ground-up fundamental analysis and two new analytical frameworks, you will be able to identify which market, sector or industry to get into and even compare companies at the ability and capability levels. Complemented by a website that will provide up-to-date information on the markets, sectors, industries and up to 1,500 key global companies, the book will be a valuable resource for any business and individual. Objective and quantitative analysis is made real and possible for SMEs, Start-Ups, corporate and individual investors

" ... An astute, irreverent, insider's view of the 'sport of kings': the personalities, scandals, oddities, social hierarchies (of horses, dogs and humans), the Melbourne Cup phenomenon, betting advice to newcomers - and, of course, clever systems for picking winners ..."--Back cover.

Tom Slade Picks a Winner by Percy Keese Fitzhugh is about Wilfred Cowell and his attempt to become a scout. Despite being of a timid nature, Wilfred is determined to join the boy scouts. Excerpt: "The boy lay in a large, thickly upholstered Morris chair in the living room. His mother had lowered the back of this chair so that he could recline upon it, and she kneeled beside him holding his hand in one of hers while she gently bathed his forehead with the other. She watched his face intently, now and again averting her gaze to observe a young girl, her daughter, who had lifted aside the curtain in the front door and was gazing expectantly out into the quiet street. "Is that he?" Mrs. Cowell asked anxiously. "No, it's a grocery car," the girl answered. Her mother sighed in impatience and despair. "Hadn't you better 'phone again?" she asked."

The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets. The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.