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...

Table of Contents:

• 1. Value versus Growth: Is Buying Cheap Always a Bargain?
• 2. Trend is your Friend: Momentum Investing
• 3. Is Small Beautiful? Size Effect in Stock Markets
• 4. Is Risk Always Rewarded? Low-Volatility Anomalies
• 5. Is a Good Company a Good Investment? Quality Investing
• 6. Testing Country Allocation Strategies
• 7. A Short Primer on International Equity Investing
• 8. Value-Oriented Country Selection
• 9. Momentum Effect across Countries
• 10. Small-Country Effect
• 11. Risk-Based Country Asset Allocation
• 12. Country Selection Based on Quality
• 13. What Next? Combining and Improving Country Selection Strategies.