Looking Back: Quantitative Analysis Before Computers

“Looking Back: Quantitative Analysis Before Computers”, with Lawrence Ferguson, Joel Rentzler, and Susana Yu, The Journal of Applied Finance, 2004, Spring/Summer.

10 Pages Posted: 25 Feb 2016

See all articles by Lawrence Ferguson

Lawrence Ferguson

Independent

Robert Ferguson

AnswersToGo

Joel Rentzler

City University of New York (CUNY) - Baruch College

Susana Yu

Iona College

Multiple version iconThere are 2 versions of this paper

Date Written: May 31, 2004

Abstract

A few security analysts engaged in quantitative analysis long before computers became readily available. This study presents an example dating from 1972. An analyst examined the fixed cost–variable cost structure of General Motors by creating a nonlinear algebraic model, transforming the model into a two-variable linear form, and estimating the model by means of a scatter diagram. The analyst’s conclusions stand up remarkably well according to regression analysis 30 years after the fact.

Keywords: Quantitative Financial Analysis, Stock Analysis, Fundamental Analysis, Stock Valuation,

JEL Classification: G10, G12, G14

Suggested Citation

Ferguson, Lawrence and Ferguson, Robert and Rentzler, Joel and Yu, Susana, Looking Back: Quantitative Analysis Before Computers (May 31, 2004). “Looking Back: Quantitative Analysis Before Computers”, with Lawrence Ferguson, Joel Rentzler, and Susana Yu, The Journal of Applied Finance, 2004, Spring/Summer.. Available at SSRN: https://ssrn.com/abstract=2737404

Lawrence Ferguson

Independent

No Address Available
United States

Robert Ferguson (Contact Author)

AnswersToGo ( email )

6815 Edgewater Drve
Apt 208
Coral Gables, FL FL 33133
United States
7868974573 (Phone)

Joel Rentzler

City University of New York (CUNY) - Baruch College ( email )

17 Lexington Avenue
New York, NY 10010
United States

Susana Yu

Iona College ( email )

715 North Avenue
New Rochelle, NY 10801
United States

Here is the Coronavirus
related research on SSRN

Paper statistics

Downloads
29
Abstract Views
337
PlumX Metrics