Country Asset Allocation Quantitative Country Selection Strategies in Global Factor Investing /

• Main Authors: Zaremba, Adam (Author), Shemer, Jacob (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York : Palgrave Macmillan US : Imprint: Palgrave Macmillan, 2017.
• Subjects: Finance.; Investment banking.; Securities.; Economics.; Management science.; Econometrics.; Investments and Securities.; Economics, general.; Popular Science in Economics.

This book demonstrates how quantitative country-level investment strategies can be successfully employed to manage money in international markets. It offers a range of state-of-the-art quantitative strategies, describing their theoretical bases, implementation details, and performance in over 70 cou...