Quantitative investing for the global markets
Subtitle: strategies, tactics, and advanced analytical techniques
By: Peter Carman, editor.
Contributors: Carman, Peter.
Publisher: Glenlake Pub. Co.; Fitzroy Dearborn Publishers; Routledge
Published: 1997
Place of publication: Chicago
Language: eng
Number of pages: 357
Subjects: Investments, Foreign.; International finance.; Investment analysis.
Notes: Includes bibliographical references and index.
Table of contents: title: Machine generated contents note: 1. The $40 Trillion Market: Global Stock and Bond Capitalizations and Returns, 1; title: Laurence B. Siegel; title: 2. Why Invest Globally?, 33; title: Jarrod W. Wilcox; title: 3. Quantitative Investing, 57; title: Jarrod W. Wilcox; title: 4. The Critical Role of Fundamental Research, 93; title: Michael Even and William J. Kennedy, Jr.; title: 5. Global Sector Allocation, 111; title: Ross Paul Bruner; title: 6. Style-Based Country-Selection Strategies, 145; title: Rosemary Macedo; title: 7. Style Indexes: Powerful Tools for Building Global Stock-Selection Models, 169; title: David A. Umstead, Michael P. McElroy, H. David Shea, and; title: Dennis Fogarty; title: 8. The Case for Global Small Stocks, 203; title: Lawrence S. Speidell and Douglas Stone; title: 9. The Cross-Sectional Determinants of Emerging Equity Market Returns, 221; title: Geert Bekaert, Claude B. Erb, Campbell R. Harvey, and Tadas E. Viskanta; title: 10. Prediction of Currency Movements, 273; title: Michael F. Wilcox; title: 11. Portfolio Construction and Risk Management, 311; title: Ross Paul Bruner; title: 12. Implementing Global Investment Strategies, 337; title: Wayne H. Wagner and Carole A. Ryavec.