Country Asset Allocation
Quantitative Country Selection Strategies in Global Factor Investing
Zaremba, A.
Shemer, J.
- 出版社:Palgrave Macmillan
- 出版年月:2016年 11月
- ISBN:9781137591906
- 装丁:HRD
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装丁について
- 言語:ENG
- 巻数・ページ数:246 p.
- 分類: 証券・投資
- DDC分類:332
- 内容紹介:
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Offers a range of state-of-the-art quantitative strategies, describing their theoretical bases, implementation details, and performance in over 70 countries between 1995 and 2015.