9781137591906 - Country Asset Allocation: Quantitative Country Selection Strategies in Global Factor Investing di Zaremba, Adam; Shemer, Jacob (11 risultati)

Condizione: New.

Condizione: New. Num Pages: 280 pages, 32 black & white illustrations, biography. BIC Classification: KCL; KFFM. Category: (P) Professional & Vocational. Dimension: 210 x 148 x 22. Weight in Grams: 493. . 2016. Hardback. . . . .

Hardcover. Condizione: Brand New. 8.25x5.75x0.75 inches. In Stock.

Condizione: New. Num Pages: 280 pages, 32 black & white illustrations, biography. BIC Classification: KCL; KFFM. Category: (P) Professional & Vocational. Dimension: 210 x 148 x 22. Weight in Grams: 493. . 2016. Hardback. . . . . Books ship from the US and Ireland.

Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condizione: As New. Unread book in perfect condition.

Condizione: new. Questo è un articolo print on demand.

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 280 pp. Englisch.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides an accessible and critical review of up-to-date literature on factor investingOffers a practical guide to country-level asset allocationPresents various portfolio performances based on described inv.

Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Palgrave Macmillan, Tiergartenstr. 17, 69121 Heidelberg 280 pp. Englisch.

Buch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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.