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|a 961910242
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|a 9781137591913
|q (electronic bk.)
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|a 1137591919
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|a spr10.1057/978-1-137-59191-3
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|a GWRE
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|a Zaremba, Adam,
|d 1985-
|0 http://id.loc.gov/authorities/names/n2014063289
|1 http://isni.org/isni/0000000071900875.
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| 245 |
1 |
0 |
|a Country asset allocation
|h [electronic resource] :
|b quantitative country selection strategies in global factor investing /
|c Adam Zaremba and Jacob Shemer.
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| 260 |
|
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|a [London] :
|b Palgrave Macmillan,
|c 2016.
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| 300 |
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|a 1 online resource.
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| 336 |
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|a text
|b txt
|2 rdacontent.
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| 337 |
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|a computer
|b c
|2 rdamedia.
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| 338 |
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|a online resource
|b cr
|2 rdacarrier.
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| 504 |
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|a Includes bibliographical references and index.
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|a Foreword; Preface; Acknowledgments; Contents; List of Figures; List of Tables; Chapter 1: Introduction; Notes; References; PART I; Chapter 2: Value Versus Growth: Is Buying Cheap Always a Bargain?; Implementation and Tests of Value Strategies; Why Does Value Outperform Growth?; Notes; References; Chapter 3: Trend Is Your Friend: Momentum Investing; What Is Momentum?; Does Momentum Work?; Why Does Momentum Work?; Improving Momentum Strategies; Notes; References; Chapter 4: Is Small Beautiful? Size Effect in Stock Markets; Small Firms Outperform; Does the Size Premium Really Exist, and Why?
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| 505 |
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|a NotesReferences; Chapter 5: Is Risk Always Rewarded? Low-Volatility Anomalies; The Risk and€Return in€Financial Markets; Why the€Risk Patterns Work (or Not); Notes; References; Chapter 6: Is Good Company a€Good Investment? Quality Investing; History and€Definitions of€Quality Investing; How to€Measure Quality?; Notes; References; PART II; Chapter 7: Testing the€Country Allocation Strategies; The Data We€Use; How We€Build the€Portfolios; How We€Test the€Strategies; Notes; References; Chapter 8: A Short Primer on€International Equity Investing; Notes; References.
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| 505 |
8 |
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|a Chapter 9: Value-Oriented Country SelectionValue Versus Growth Across Countries; Performance Within Recent Years; How to€Find More Value in€Value?; Notes; References; Chapter 10: Momentum Effect Across Countries; Basic Momentum Strategies; Improving the€Country-Level Momentum; Alternative Momentum Techniques; Any Other Return Patterns?; Notes; References; Chapter 11: Small-Country Effect; Small Countries Do Not Always Outperform; Is There a€Cross-Country Liquidity Premium?; Note; References; Chapter 12: Risk-Based Country Asset Allocation; Beta, Volatility and€Other "Price" Risks.
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| 505 |
8 |
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|a Does Skewness Matter?Non-Market Risks; Note; References; Chapter 13: Country Selection Based on€Quality; Leverage and€Distress Risk; Profitability; Stock Issuance; Notes; References; Chapter 14: What Next? Combining and€Improving Country Selection Strategies; Diversification Across Strategies; Timing the€Country-Level Strategies; Seasonal Effects; Is There Momentum Across Strategies?; Notes; References; Chapter 15: Conclusions; References; Appendix A: List of€countries investigated in€the€study; Appendix B: Major cross-sectional patterns with€their explanations; References; Index.
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| 588 |
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|a Online resource; title from PDF title page (EBSCO, viewed November 11, 2016)
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| 650 |
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|a Investment banking.
|0 http://id.loc.gov/authorities/subjects/sh85067708.
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| 650 |
|
7 |
|a Investment banking.
|2 fast
|0 (OCoLC)fst00978200.
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| 700 |
1 |
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|a Shemer, Jacob.
|0 http://id.loc.gov/authorities/names/no2017010035.
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| 856 |
4 |
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|u https://colorado.idm.oclc.org/login?url=http://link.springer.com/10.1057/978-1-137-59191-3
|z Full Text (via Springer)
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