Quantitative Investing for the Global Markets de Peter Carman

Quantitative Investing for the Global Markets

Peter Carman

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.

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Cuprins

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

Notă biografică

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.