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)

Accuvest Global Advisors ( email )

3100 Oak Road #380
Walnut Creek, CA 94526
United States
925.930.2882 (Phone)
925.886.8787 (Fax)

HOME PAGE: http://www.accuvest.com

Register to save articles to
your library

Register

Paper statistics

Downloads
397
rank
61,490
Abstract Views
1,808
PlumX Metrics
!

Under construction: SSRN citations will be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information