Quantitative Investing for the Global Markets: Strategies - Tactics - Advanced Analytical Techniques

Definitive handbook for money and portfolio managers, CIOs, Corporate Treasurers, Pensions consultantsOver the past several years, the field of international investing has been transformed by a host of new, state-of-the-art techniques. This book provides practical guideposts to help practitioners understand the options available for systematically improving their investment processes in the global marketplace. It provides comprehensive coverage of strategies, tactics, and analytical techniques.Highlights include: international asset allocation; a discussion of optimum diversification levels; style analysis and evaluation; country style, and stock selection; advanced strategies for hedging currency risk; global performance measures.