Country asset allocation : quantitative country selection strategies in global factor investing / Adam Zaremba and Jacob Shemer
- Bib ID:
- 7296101
- Format:
- Book
- Author:
- Zaremba, Adam, 1985-
- Online Access:
- http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1364736
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- Description:
-
- [London] : Palgrave Macmillan, 2016
- 1 online resource.
- ISBN:
-
- 1137591919 ((electronic bk.))
- 9781137591913 ((electronic bk.))
- Invalid ISBN:
-
- 1137591900
- 9781137591906
- Full contents:
-
- Foreword; Preface; Acknowledgments; Contents; List of Figures; List of Tables; Chapter 1: Introduction; Notes; References; PART I; Chapter 2: Value Versus Growth: Is Buying Cheap Always a Bargain?; Implementation and Tests of Value Strategies; Why Does Value Outperform Growth?; Notes; References; Chapter 3: Trend Is Your Friend: Momentum Investing; What Is Momentum?; Does Momentum Work?; Why Does Momentum Work?; Improving Momentum Strategies; Notes; References; Chapter 4: Is Small Beautiful? Size Effect in Stock Markets; Small Firms Outperform; Does the Size Premium Really Exist, and Why?
- Chapter 9: Value-Oriented Country SelectionValue Versus Growth Across Countries; Performance Within Recent Years; How to€Find More Value in€Value?; Notes; References; Chapter 10: Momentum Effect Across Countries; Basic Momentum Strategies; Improving the€Country-Level Momentum; Alternative Momentum Techniques; Any Other Return Patterns?; Notes; References; Chapter 11: Small-Country Effect; Small Countries Do Not Always Outperform; Is There a€Cross-Country Liquidity Premium?; Note; References; Chapter 12: Risk-Based Country Asset Allocation; Beta, Volatility and€Other "Price" Risks.
- Does Skewness Matter?Non-Market Risks; Note; References; Chapter 13: Country Selection Based on€Quality; Leverage and€Distress Risk; Profitability; Stock Issuance; Notes; References; Chapter 14: What Next? Combining and€Improving Country Selection Strategies; Diversification Across Strategies; Timing the€Country-Level Strategies; Seasonal Effects; Is There Momentum Across Strategies?; Notes; References; Chapter 15: Conclusions; References; Appendix A: List of€countries investigated in€the€study; Appendix B: Major cross-sectional patterns with€their explanations; References; Index.
- NotesReferences; Chapter 5: Is Risk Always Rewarded? Low-Volatility Anomalies; The Risk and€Return in€Financial Markets; Why the€Risk Patterns Work (or Not); Notes; References; Chapter 6: Is Good Company a€Good Investment? Quality Investing; History and€Definitions of€Quality Investing; How to€Measure Quality?; Notes; References; PART II; Chapter 7: Testing the€Country Allocation Strategies; The Data We€Use; How We€Build the€Portfolios; How We€Test the€Strategies; Notes; References; Chapter 8: A Short Primer on€International Equity Investing; Notes; References.
- Notes:
-
- Includes bibliographical references and index.
- Online resource; title from PDF title page (EBSCO, viewed November 11, 2016).
- Reproduction:
- Electronic reproduction. Ipswich, MA Available via World Wide Web.
- Subject:
- Investment banking
- Other authors/contributors:
- Copyright:
-
In Copyright
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Copyright status was determined using the following information:
- Material type:
- Literary Dramatic Musical
- Published status:
- Published
- Publication date:
- 2016
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