International Investing: Managing Multiple Layers of Alpha

MSCI Barra Research Insights, July 2007

18 Pages Posted: 31 Dec 2014

See all articles by Anton Puchkov

Anton Puchkov

Independent

Jennifer Bender

State Street Global Advisors

Date Written: July 31, 2007

Abstract

Frequently investors have much more information than they can possibly digest. Developing and employing efficient information processing machinery to handle large amounts of data in a consistent way is the key to success in this environment. In this article we argue that it is critical for international equity asset managers to organize information according to its scope. The structure outlined here categorizes information into three types -- global, local, and asset-specific. While we confine ourselves to these three types for illustration purposes, the model is readily expandable to other types of information. Other asset classes can be introduced as well.

Suggested Citation

Puchkov, Anton and Bender, Jennifer, International Investing: Managing Multiple Layers of Alpha (July 31, 2007). MSCI Barra Research Insights, July 2007, Available at SSRN: https://ssrn.com/abstract=2543972 or http://dx.doi.org/10.2139/ssrn.2543972

Anton Puchkov

Independent ( email )

Jennifer Bender (Contact Author)

State Street Global Advisors ( email )

1 Lincoln Street
28th Floor
Boston, MA 02111
United States

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