CHAPTER 8

Survey Studies of the Use of Quantitative Equity Management

Frank J. Fabozzi, Ph.D., CFA, CPA

Professor of Finance
EDHEC Business School

Sergio M. Focardi, Ph.D.

Professor of Finance
EDHEC Business School and Partner, The Intertek Group

Caroline L. Jonas

Partner The Intertek Group

In the other chapters of this book, the motivation for quantitative equity investing and actual quantitative equity models are covered. In this chapter, we discuss three studies on the use of quantitative equity management conducted by The Intertek Group. The studies are based on surveys and interviews of market participants.¹ We conclude the chapter with a discussion of the challenges ahead.