Quantitative Investing for the Global Markets

by Peter Carman

Overview

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 forthe 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.

Product Details

ISBN-13:	9781134267774
Publisher:	Taylor & Francis
Publication date:	08/21/2013
Sold by:	Barnes & Noble
Format:	eBook
Pages:	400
File size:	22 MB
Note:	This product may take a few minutes to download.

About the Author

Peter Carman joined Putnam Investments, Inc., in 1993 as senior managing director, chief of equity investments. He is a member of Putnam's operating, management, and executive committees. Mr. Carman has investment responsibility for Putnam's approximately $72 billion in equities under management, including product development, research, equity trading, and portfolio management. Prior to joining Putnam, he was a partner with Sanford C. Bernstein and Co., where he was chief investment officer, chairman of the U.S. Equity Investment Policy Committee, and a member of Bernstein's board of directors. His professional career since 1972 has been exclusively in investment management. Mr. Carman received a bachelor of arts degree from Brown University and a master of business administration degree from Harvard Business School.

Table of Contents

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