CRC Press Global Equity Selection Strategies

Global Equity Selection Strategies shows how to enhance the selection process through the use of quantitative management tools. The contributors examine - from a number of different perspectives - investment strategies organized around growth. The book presents groundbreaking research suggesting that selection processes benefit from the input of many of perspectives. The book covers growth and quality in the context of cost, implications for investing in the 21st century, and value strategies. It gives a global perspective with a discussion of European small stocks vs. large stocks and the relationship between interest rates and country allocation strategies. Next, the book examines valuation tools, portfolio construction and optimization techniques, and their respective strengths in the emerging markets. The book concludes with a description of multifactor equity models beginning with simple scoring systems, continuing on to fundamental factor regression and concluding with a discussion of orthogonal factors and risk management systems. The text seamlessly blends fundamental and qualitative approaches to global equity selection. The contributors provide sophisticated coverage of current thinking in: growth, value, size, momentum, sector, and country selection strategies. Global Equity and Selection Strategies gives you the tools you need to set up and maintain a portfolio using investment strategies based on a number of perspectives and using many investment tools. Features