Global Equity Selection Strategies

Global Equity Selection Strategies
Author: Ross Paul Bruner
Publisher: Routledge
Total Pages: 278
Release: 2014-01-27
Genre: Business & Economics
ISBN: 1135916861

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Over the past several years, the field of international investing has been transformed by a host of new, state-of-the-art techniques. Quantitative Investing for the Global Markets 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.

The World's Simplest Stock Picking Strategy

The World's Simplest Stock Picking Strategy
Author: Edward W. Ryan
Publisher: Harriman House Limited
Total Pages: 146
Release: 2021-11-16
Genre: Business & Economics
ISBN: 0857199447

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Every investor needs an edge. Professional investors on Wall Street have the best education, the deepest knowledge of company accounts, the latest technology, and teams of analysts at their disposal to help them identify the best stock investments. That is their edge. As a part-time, individual investor, you cannot compete on their turf. What can you do? This is where The World’s Simplest Stock Picking Strategy comes in. As you go about your life, there are companies you interact with regularly as a consumer. Some companies will stand out to you as having remarkable products or services, which you use time and again, and which you imagine yourself using long into the future. You may not have realised it, but you have an excellent knowledge of those companies. This is your edge. This is where you should invest. In The World’s Simplest Stock Picking Strategy, Wall Street equity adviser Edward Ryan describes the investment strategy he has used for his own personal investments for the last ten years and shows you, step by step, with full practical guidance, how to put it into practice yourself. You do not need to know how to read company accounts, you do not need an MBA, and you do not need to spend hours each weekend reading the business pages. The strategy is simple and accessible to anyone who is a regular consumer of products and services in their daily life. What’s more, The World’s Simplest Stock Picking Strategy also has built-in steps to help the investor construct a balanced portfolio, invest during market pullbacks when other investors are fearful, avoid overtrading, and deal with the sticky problem of when to sell an investment. These are all things that professional investors struggle with, but they are taken care of by The World’s Simplest Stock Picking Strategy. If you are ready to take a strategic approach to investing in stocks and start out on the road to building long-term wealth, The World’s Simplest Stock Picking Strategy is your essential guide.

Country Asset Allocation

Country Asset Allocation
Author: Adam Zaremba
Publisher: Springer
Total Pages: 270
Release: 2016-10-26
Genre: Business & Economics
ISBN: 1137591919

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This book demonstrates how quantitative country-level investment strategies can be successfully employed to manage money in international markets. It 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. International diversification has long been a key to stable investing. However, the increased integration and openness of global financial markets has led to rising correlations between stock market returns in particular countries, driving down the benefits of diversification and increasing the importance of country selection strategies as part of an investment process. Zaremba and Shemer explain the efficiency of quantitative investing, which captures huge amounts of data of limited scope very quickly. In the traditional approach, this data compilation is an immense undertaking, limited in scope and vulnerable to behavioral errors, but this can be overcome with the help of a new paradigm of quantitative investment at the country level. Quantitative country asset allocation can be efficiently accomplished by using wealth insights that have been generated in the academic literature, discovering many anomalies and regular patterns in asset prices. Armed with this information, investors and managers can process large amounts of data more efficiently when deciding to invest in ETFs, index funds, or futures markets.

The Global-Investor Book of Investing Rules

The Global-Investor Book of Investing Rules
Author: Philip Jenks
Publisher: FT Press
Total Pages: 514
Release: 2002
Genre: Business & Economics
ISBN: 0130094013

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Profiles of 150 successful fund managers, traders, analysts, economists, and investment experts offer advice, techniques, and ideas to increase returns and control risks in investing. Some of the areas of specialty discussed include international markets and capital flows, company valuation, liquidi

The Little Book of Stock Market Profits

The Little Book of Stock Market Profits
Author: Mitch Zacks
Publisher: John Wiley & Sons
Total Pages: 224
Release: 2011-10-19
Genre: Business & Economics
ISBN: 1118192419

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A timely guide to making the best investment strategies even better A wide variety of strategies have been identified over the years, which purportedly outperform the stock market. Some of these include buying undervalued stocks while others rely on technical analysis techniques. It's fair to say no one method is fool proof and most go through both up and down periods. The challenge for an investor is picking the right method at the right time. The Little Book of Stock Market Profits shows you how to achieve this elusive goal and make the most of your time in today's markets. Written by Mitch Zacks, Senior Portfolio Manager of Zacks Investment Management, this latest title in the Little Book series reveals stock market strategies that really work and then shows you how they can be made even better. It skillfully highlights earnings-based investing strategies, the hallmark of the Zacks process, but it also identifies strategies based on valuations, seasonal patterns and price momentum. Specifically, the book: Identifies stock market investment strategies that work, those that don't, and what it takes for an individual investor to truly succeed in today's dynamic market Discusses how the performance of each strategy examined can be improved by combining into them into a multifactor approach Gives investors a clear path to integrating the best investment strategies of all time into their own personal portfolio Investing can be difficult, but with the right strategies you can improve your overall performance. The Little book of Stock Market Profits will show you how.

Combining Equity Country Selection Strategies

Combining Equity Country Selection Strategies
Author: Adam Zaremba
Publisher:
Total Pages: 20
Release: 2017
Genre:
ISBN:

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The recent increase in passive investment products has provided investors with easy access to international markets. The basic motivation of this paper is to offer new tools to investors who want to allocate assets across countries. This study investigates the performance of equity country selection strategies based on a combination of theoretically and empirically motivated variables. Thus, we create portfolios and assess their performance using asset pricing models. The empirical examination is based on data from 78 countries from 1999 to 2015. The strategies that are based on the earnings-toprice (EP) ratio, the turnover ratio, and skewness prove to be useful tools for international investors. Furthermore, portfolios from sorts on the blended rankings of skewness combined with the EP ratio or the turnover ratio are also characterized by an attractive risk-return ratio. However, joint strategies do not outperform strategies that are based on single metrics. Consequently, we argue that investors would be better off building a diversified portfolio rather than combining their options into one strategy because of the low correlation among returns on single-variable strategies.

Essential Stock Picking Strategies

Essential Stock Picking Strategies
Author: Daniel A. Strachman
Publisher: John Wiley & Sons
Total Pages: 242
Release: 2002-10-15
Genre: Business & Economics
ISBN: 0471273848

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Beating the market is every investor's dream. Essential Stock Picking Strategies allows investors on Main Street to gain the consistent success (and profits) of the pros on Wall Street. Offering in-depth coverage of the most successful and popular strategies, including growth, value, and sector investing, this complete investment resource identifies successful stock-picking strategies and shares insights that help professional money managers make investment decisions. With profiles of several key money managers, including Gerald Frey, Warren Isabelle, Scott Black, Christopher Davis, and Samuel Isaly, Essential Stock Picking Strategies truly provides an "inside" look at how the professionals successfully pick stocks and win on Wall Street. By gaining a better understanding of how the professionals work, individual investors can start to invest as if they too were on Wall Street. Daniel A. Strachman is Managing Director of Answers & Company a New York-based money management firm that offers investment management services to individuals and institutions. Mr. Strachman is also the editor of The Sconset Report, a quarterly newsletter focused on applying fundamental analysis to investing in mutual funds. For the last eight year, he has worked in many capacities on Wall Street, including product development, marketing and sales focused in and around the money management industry. Mr. Strachman is the author of many articles on investment management and strategies in the popular and professional press as well as the book Getting Started in Hedge Funds (Wiley).

Navigate the Noise

Navigate the Noise
Author: Richard Bernstein
Publisher: John Wiley & Sons
Total Pages: 273
Release: 2005-08-15
Genre: Business & Economics
ISBN: 0471735922

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Transform today's surplus of investment information into a high-level investment strategy In an investment climate characterized by rapidly increasing access to information, it has become a real problem to sort out the legitimate financial advice, grounded in traditional analysis, from the constant stream of useless information, or "noise." Such "noise", through technological advances such as the Internet, has become widespread. This overload of information is hurting investors, since it makes real analysis based on factual inference harder to come by. This book steers investors through the "noise" to show them where and how to find solid investment information. This step-by-step guide is based on a very popular presentation the author makes to new private clients at Merrill Lynch. Richard Bernstein (New York, NY) is First Vice President and Chief Quantitative Strategist at Merrill Lynch & Company. Prior to joining Merrill Lynch, he worked for E. F. Hutton and Tucker Anthony. He has been voted to the Institutional Investor All-America Research Team in each of the last eight years, and has appeared on Wall Street Week with Louis Rukeyser.

Analytical Approaches to Stock Selection

Analytical Approaches to Stock Selection
Author: Ross Paul Bruner
Publisher: Taylor & Francis
Total Pages: 212
Release: 1998
Genre: Business & Economics
ISBN: 9781884964763

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First Published in 1998. Routledge is an imprint of Taylor & Francis, an informa company.

Modern Equity Investing Strategies

Modern Equity Investing Strategies
Author: Anatoly B Schmidt
Publisher: World Scientific Publishing Company
Total Pages: 300
Release: 2021
Genre: Business & Economics
ISBN: 9789811239496

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This book will satisfy the demand among college majors in Finance and Financial Engineering, and mathematically-versed practitioners for description of both the classical approaches to equity investing and new investment strategies scattered in the periodic literature. Besides the major portfolio management theories (mean variance theory, CAPM, and APT), the book addresses several important topics: portfolio diversification, optimal ESG portfolios, factor models (smart betas), robust portfolio optimization, risk-based asset allocation, statistical arbitrage, alternative data based investing, back-testing of trading strategies, modern market microstructure, algorithmic trading, and agent-based modeling of financial markets. The book also includes the basic elements of time series analysis in the Appendix for self-contained presentation of the material. While the book covers technical concepts and models, it will not overburden the reader with math beyond the Finance undergraduates' curriculum.