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 Chapter 2|23 pages

Why Invest Globally?

chapter Chapter 3|36 pages

Quantitative Investing

chapter Chapter 5|33 pages

Global Sector Allocation

chapter Chapter 6|23 pages

Style-Based Country-Selection Strategies

chapter Chapter 10|37 pages

Prediction of Currency Movements

chapter Chapter 11|25 pages

Portfolio Construction and Risk Management