Abstract
The recent rapid development of Exchange Traded Funds and similar passive investment products has offered investors unprecedented access to international equity markets. Yet so far the number of quantitative tools helping investors analyze and select particular country markets has been fairly limited. In this book we have reviewed and tested a series of strategies that could be employed for global equity markets.
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Asness, C. S., Moskowitz, T. J., & Pedersen, L. H. (2013). Value and momentum everywhere. Journal of Finance, 68(3), 929–985.
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Zaremba, A., Shemer, J. (2017). Conclusions. In: Country Asset Allocation. Palgrave Macmillan, New York. https://doi.org/10.1057/978-1-137-59191-3_15
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DOI: https://doi.org/10.1057/978-1-137-59191-3_15
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Publisher Name: Palgrave Macmillan, New York
Print ISBN: 978-1-137-59190-6
Online ISBN: 978-1-137-59191-3
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