Téléchargez le livre : Country Asset Allocation

Country Asset Allocation

Quantitative Country Selection Strategies in Global Factor Investing

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Éditeur :

Palgrave Macmillan


Paru le : 2016-10-26



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Description

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.
Pages
262 pages
Collection
n.c
Parution
2016-10-26
Marque
Palgrave Macmillan
EAN papier
9781137591906
EAN PDF
9781137591913
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
26
Taille du fichier
6932 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
79,11 €
EAN EPUB
9781137591913
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
26
Taille du fichier
942 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
79,11 €
Adam Zaremba is Assistant Professor at the Poznan University of Economics and Business, Poland. He is an economist, adviser, and portfolio manager for investment management companies. Zaremba has written numerous research papers on financial markets and is also an individual investor with many years' experience.

Koby (Jacob) Shemer is an experienced asset manager in the Israeli Capital Market. He is the founder of Analyst IMS, a public asset management firm, and AlphaBeta, a quantitative asset management company. During his career he has been responsible for managing portfolios of assets under management totaling billions in US dollars.

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