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

By Adam Zaremba and Jacob Shemer

Book Overview

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

• Format: Hardcover
• Language: English
• ISBN: 1137591900
• ISBN13: 9781137591906
• Release Date: October 2016
• Publisher: Palgrave MacMillan
• Length: 262 Pages
• Weight: 1.02 lbs.
• Dimensions: 0.9" x 6.3" x 8.5"
• Age Range: 8 to 12 years
• Grade Range: Grades 3 to 7