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This compelling book examines the price-based revolution in
investing, showing how research over recent decades has reinvented
technical analysis. The authors discuss the major groups of
price-based strategies, considering their theoretical motivation,
individual and combined implementation, and back-tested results
when applied to investment across country stock markets. Containing
a comprehensive sample of performance data, taken from 24 major
developed markets around the world and ranging over the last 25
years, the authors construct practical portfolios and display their
performance-ensuring the book is not only academically rigorous,
but practically applicable too. This is a highly useful volume that
will be of relevance to researchers and students working in the
field of price-based investing, as well as individual investors,
fund pickers, market analysts, fund managers, pension fund
consultants, hedge fund portfolio managers, endowment chief
investment officers, futures traders, and family office investors.
This compelling book examines the price-based revolution in
investing, showing how research over recent decades has reinvented
technical analysis. The authors discuss the major groups of
price-based strategies, considering their theoretical motivation,
individual and combined implementation, and back-tested results
when applied to investment across country stock markets. Containing
a comprehensive sample of performance data, taken from 24 major
developed markets around the world and ranging over the last 25
years, the authors construct practical portfolios and display their
performance-ensuring the book is not only academically rigorous,
but practically applicable too. This is a highly useful volume that
will be of relevance to researchers and students working in the
field of price-based investing, as well as individual investors,
fund pickers, market analysts, fund managers, pension fund
consultants, hedge fund portfolio managers, endowment chief
investment officers, futures traders, and family office investors.
EBES conferences have been intellectual hub for academic discussion
in economics, finance, and business fields and provide network
opportunities for participants to make long lasting academic
cooperation. This is the 21st issue of the Eurasian Studies in
Business and Economics (EBES's official proceeding series) which
includes selected papers from the 34rd EBES Conference - Athens.
Due to the COVID-19, the conference presentation mode has been
switched to "online/virtual presentation only". In the conference,
148 papers by 296 colleagues from 40 countries were presented. Both
theoretical and empirical papers in this volume cover diverse areas
of business, economics, and finance from many different regions.
Therefore, it provides a great opportunity to colleagues,
professionals, and students to catch up with the most recent
studies in different fields and empirical findings on many
countries and regions.
EBES conferences have been intellectual hub for academic discussion
in economics, finance, and business fields and provide network
opportunities for participants to make long lasting academic
cooperation. This is the 21st issue of the Eurasian Studies in
Business and Economics (EBES’s official proceeding series) which
includes selected papers from the 34rd EBES Conference – Athens.
Due to the COVID-19, the conference presentation mode has been
switched to "online/virtual presentation only”. In the
conference, 148 papers by 296 colleagues from 40 countries were
presented. Both theoretical and empirical papers in this volume
cover diverse areas of business, economics, and finance from many
different regions. Therefore, it provides a great opportunity to
colleagues, professionals, and students to catch up with the most
recent studies in different fields and empirical findings on many
countries and regions.
This book presents the economic foundation of international equity
investments providing a practical guide to invest in international
equity exchange-traded funds (ETFs). It shows how to gain exposure
to foreign stock markets through both theoretical foundations of
international diversification and in-depth characteristics of
global, regional, country-specific, and international
sector/thematic ETFs. Unlike other books in the field which broadly
discuss different aspects of the ETF market, this book explores one
specific market segment, offering the first in-depth and
state-of-the-art analysis of international equity ETFs and
including, in particular, ETFs with global, regional,
single-country, and international sector/thematic exposures. The
number and variety of such financial instruments are constantly
growing. Hence, it seems obvious that there is an urgent need for a
book that will help investors who are willing to diversify their
portfolios outside the domestic market-in both developed and
emerging/frontier markets. International Equity Exchange-Traded
Funds presents a comprehensive review of investment possibilities
offered by international ETFs for stock market investors.
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.
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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