Multi-Style Global Equity Investing: A Statistical Study on Combining Fundamentals, Momentum, Risk and Valuation for Improved Performance

28 Pages Posted: 15 Dec 2013

Multiple version iconThere are 2 versions of this paper

Date Written: November 30, 2013

Abstract

The majority of factor analysis to-date has been isolated to the individual equity markets or in a cross-asset class framework, with very little literature that analyzes these factors across the equity markets of different countries. The goal of the study is to add to the body of research by exploring an additional question: Does a multi-style investment strategy add value when analyzed across a universe of countries?

Keywords: Global Factor Investing, Global Equity, Global Stock, Fundamental, Momentum, Risk, Valuation

Suggested Citation

Garff, David, Multi-Style Global Equity Investing: A Statistical Study on Combining Fundamentals, Momentum, Risk and Valuation for Improved Performance (November 30, 2013). Available at SSRN: https://ssrn.com/abstract=2367400 or http://dx.doi.org/10.2139/ssrn.2367400

David Garff (Contact Author)

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