Global Equities: Do Countries Still Matter
The ongoing globalization of world economies and introduction of the euro have prompted a reevaluation of country and sector effects on security ...
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Saïd Business School
University of Oxford
Amir’s research examines the economic effects of financial and non-financial reporting …
The ongoing globalization of world economies and introduction of the euro have prompted a reevaluation of country and sector effects on security ...
Enhanced indexing is suddenly a hot topic. The authors conjecture that much of this interest is driven by dissatisfaction, for the past ...
For many years, quantitative investors trying to balance risk and return have been guided by academic finance. Harry Markowitz taught us to ...
This article first explores the rationales behind bond index construction. It then describes a way indexes could be constructed so that over ...
Markets may be segmented in various ways to improve returns. We will refer to the center as the universe of investments in ...
Institutional investors in the Netherlands have been steadily adding international securities to their portfolios. As a result, two subjects have become increasingly ...