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

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

Hardcover

EconomicsInvesting & Finance

ISBN10: 1137591900
ISBN13: 9781137591906
Publisher: Palgrave MacMillan
Published: Oct 26 2016
Pages: 262
Weight: 1.02
Height: 0.88 Width: 6.28 Depth: 8.48
Language: English
PART I1. Value versus Growth: Is Buying Cheap Always a Bargain?2. Trend is your Friend: Momentum Investing3. Is Small Beautiful? Size Effect in Stock Markets4. Is Risk Always Rewarded? Low-Volatility Anomalies5. Is a Good Company a Good Investment? Quality InvestingPART II6. Testing Country Allocation Strategies7. A Short Primer on International Equity Investing8. Value-Oriented Country Selection9. Momentum Effect across Countries10. Small-Country Effect11. Risk-Based Country Asset Allocation12. Country Selection Based on Quality13. What Next? Combining and Improving Country Selection Strategies

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Investing & Finance