The Resource Country Asset Allocation : Quantitative Country Selection Strategies in Global Factor Investing, by Adam Zaremba, Jacob Shemer, (electronic resource)

Country Asset Allocation : Quantitative Country Selection Strategies in Global Factor Investing, by Adam Zaremba, Jacob Shemer, (electronic resource)

Label
Country Asset Allocation : Quantitative Country Selection Strategies in Global Factor Investing
Title
Country Asset Allocation
Title remainder
Quantitative Country Selection Strategies in Global Factor Investing
Statement of responsibility
by Adam Zaremba, Jacob Shemer
Creator
Contributor
Author
Provider
Subject
Language
eng
Summary
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 countries between 1995 and 2015. International diversification has long been a key to stable investing. However, the increased integration and openness of global financial markets has led to rising correlations between stock market returns in particular countries, driving down the benefits of diversification and increasing the importance of country selection strategies as part of an investment process. Zaremba and Shemer explain the efficiency of quantitative investing, which captures huge amounts of data of limited scope very quickly. In the traditional approach, this data compilation is an immense undertaking, limited in scope and vulnerable to behavioral errors, but this can be overcome with the help of a new paradigm of quantitative investment at the country level. Quantitative country asset allocation can be efficiently accomplished by using wealth insights that have been generated in the academic literature, discovering many anomalies and regular patterns in asset prices. Armed with this information, investors and managers can process large amounts of data more efficiently when deciding to invest in ETFs, index funds, or futures markets
http://library.link/vocab/creatorName
Zaremba, Adam
Image bit depth
0
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Shemer, Jacob.
  • SpringerLink
http://library.link/vocab/subjectName
  • Finance
  • Investment banking
  • Securities
  • Economics
  • Management science
  • Econometrics
  • Finance
  • Investments and Securities
  • Economics, general
  • Econometrics
  • Popular Science in Economics
Label
Country Asset Allocation : Quantitative Country Selection Strategies in Global Factor Investing, by Adam Zaremba, Jacob Shemer, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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
Dimensions
unknown
Extent
XVIII, 262 p. 32 illus.
File format
multiple file formats
Form of item
electronic
Isbn
9781137591913
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1057/978-1-137-59191-3
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-1-137-59191-3
Label
Country Asset Allocation : Quantitative Country Selection Strategies in Global Factor Investing, by Adam Zaremba, Jacob Shemer, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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
Dimensions
unknown
Extent
XVIII, 262 p. 32 illus.
File format
multiple file formats
Form of item
electronic
Isbn
9781137591913
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1057/978-1-137-59191-3
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-1-137-59191-3

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