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Country Asset Allocation : Quantitative Country Selection Strategies in Global Factor Investing by Adam Zaremba, Jacob Shemer (auth.) is a nonfiction available to read on EtoBox.

What is Country Asset Allocation : Quantitative Country Selection Strategies in Global Factor Investing about?

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

Who reads Country Asset Allocation : Quantitative Country Selection Strategies in Global Factor Investing?

Author

Adam Zaremba, Jacob Shemer (auth.)

Publisher

Palgrave Macmillan US : Imprint : Palgrave Macmillan

Published

2017

Language

EN

ISBN

9781137591906

Category

nonfiction

Subjects

Business, Economics, Finance