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Country Asset Allocation - Quantitative Country Selection Strategies in Global Factor Investing (Hardcover, 1st ed. 2017)
Loot Price: R4,387
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Country Asset Allocation - Quantitative Country Selection Strategies in Global Factor Investing (Hardcover, 1st ed. 2017)
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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.
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