Quantitative Investing for the Global Markets

<p>Over the past several years, the field of international investing has been transformed by a host of new, state-of-the-art techniques. <em>Quantitative Investing for</em><em>the Global Markets</em> 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.</p> PREFACE, CONTRIBUTORS 1. The $40 Trillion Market: Global Stock and Bond Capitalizations and Returns 2. Why Invest Globally? 3. Quantitative Investing 4. The Critical Role of Fundamental Research 5. Global Sector Allocation 6. Style-Based Country-Selection Strategies 7. Style Indexes: Powerful Tools for Building Global Stock-Selection Models 8. The Case for Global Small Stocks 9. The Cross-Sectional Determinants of Emerging Equity Market Returns 10. Prediction of Currency Movements 11. Portfolio Construction and Risk Management 12. Implementing Global Investment Strategies