Country Asset Allocation. Quantitative Country Selection Strategies in Global Factor Investing
Adam Zaremba , Jacob Shemer
AbstractThis 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.
|Publisher||Palgrave Macmillan, MNiSW |
|Publishing place (Publisher address)||New York|
|Publication size in sheets||14|
|Keywords in English||country asset allocation, stock market anomalies, equity markets, international investments, momentum, value, size, low-risk, quality, quantitative strategies|
|Score correction||Score increased (at least one author declares Humanities, Social sciences or Theological science)|
|Score||= 100.0, 08-04-2020, MonograhOrBookMainLanguagesAuthor|
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