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

Adam Zaremba , Jacob Shemer

Abstract

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.
Book typeMonograph
Author Adam Zaremba (WZ / KIiRK)
Adam Zaremba,,
- Department of Investment and Capital Markets
, Jacob Shemer
Jacob Shemer,,
-
PublisherPalgrave Macmillan, MNiSW [80]
Publishing place (Publisher address)New York
ISBN978-1-137-59191-3
Other ISBN978-1-137-59190-6
Issue year2017
Pages280
Publication size in sheets14
Keywords in Englishcountry asset allocation, stock market anomalies, equity markets, international investments, momentum, value, size, low-risk, quality, quantitative strategies
DOIDOI:10.1057/978-1-137-59191-3
URL https://www.worldcat.org/title/country-asset-allocation-quantitative-country-selection-strategies-in-global-factor-investing/oclc/962017525&referer=brief_results
Languageen angielski
Score (nominal)100
Score correctionScore increased (at least one author declares Humanities, Social sciences or Theological science)
Score sourcepublisherList
ScoreMinisterial score = 100.0, 08-04-2020, MonograhOrBookMainLanguagesAuthor
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