ABSTRACT

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 for the Global Markets is the definitive handbook for money and portfolio managers, research analysts, pension consultants, corporate treasurers, and other professionals seeking a competitive edge in the global investment marketplace. Topics include: international asset allocation; optimum diversification levels; style analysis and evaluation; market neutral strategies; global stock valuation; advanced strategies for hedging currency risk; international benchmarking; etc.

chapter 1|25 pages

Growth-at-a-Reasonable-Price

chapter 2|16 pages

Investing in the 21st Century

chapter 3|10 pages

Economic Value Added (EVA)

chapter 6|32 pages

Normalized Value

chapter 12|21 pages

Multifactor Equity Models