The global multi-asset market portfolio, 1959–2012
R Doeswijk, T Lam, L Swinkels - Financial Analysts Journal, 2014 - Taylor & Francis
The market portfolio contains important information for purposes of strategic asset allocation.
One could consider it a natural benchmark for investors. The authors composed the invested …
One could consider it a natural benchmark for investors. The authors composed the invested …
Style-based country-selection strategies
R Macedo - Quantitative Investing for the Global Markets, 2013 - taylorfrancis.com
This chapter refines previous research on investment style as it applies to country selection.
It aims to distinguish among the many potential explanations for the observed variation in …
It aims to distinguish among the many potential explanations for the observed variation in …
The $40 Triillon Market: Global Stock and Bond Capitalizations and Returns
LB Siegel - Quantitative Investing for the Global Markets, 2013 - api.taylorfrancis.com
The wealth of the world is a compelling topic for at least three reasons: It represents the
stock of resources available to the people living in the world. It is, in at least some abstract …
stock of resources available to the people living in the world. It is, in at least some abstract …
[BOOK][B] Quantitative Investing for the Global Markets: Strategies, Tactics, and Advanced Analytical Techniques
P Carman - 1997 - books.google.com
Over the past several years, the field of international investing has been transformed by a
host of new, state-of-the-art techniques. Quantitative Investing forthe Global Markets is the …
host of new, state-of-the-art techniques. Quantitative Investing forthe Global Markets is the …