Country Asset Allocation

Quantitative Country Selection Strategies in Global Factor Investing

Inbunden, Engelska, 2016

Av Adam Zaremba, Jacob Shemer

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This book demonstrates how quantitative country-level investment strategies can be successfully employed to manage money in international markets.

Produktinformation

Utgivningsdatum2016-10-26
Mått148 x 210 x 24 mm
Vikt508 g
FormatInbunden
SpråkEngelska
Antal sidor262
Upplaga16001
FörlagPalgrave Macmillan
ISBN9781137591906

Tillhör följande kategorier

Finansiering inom Ekonomi och ledarskap
Internationell ekonomi inom Ekonomi och ledarskap
Mikroekonomi inom Ekonomi och ledarskap

Adam Zaremba is Assistant Professor at the Poznań University of Economics and Business, Poland. He is an economist, adviser, and portfolio manager for investment management companies. Zaremba has written numerous research papers on financial markets and is also an individual investor with many years' experience.Koby (Jacob) Shemer is an experienced asset manager in the Israeli Capital Market. He is the founder of Analyst IMS, a public asset management firm, and AlphaBeta, a quantitative asset management company. During his career he has been responsible for managing portfolios of assets under management totaling billions in US dollars.

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.