Multi-Style Global Equity Investing: A Statistical Study on Combining Fundamentals, Momentum, Risk and Valuation for Improved Performance
28 Pages Posted: 15 Dec 2013
There are 2 versions of this paper
Multi-Style Global Equity Investing: A Statistical Study on Combining Fundamentals, Momentum, Risk and Valuation for Improved Performance
Number of pages: 28
Posted: 15 Dec 2013
You are currently viewing this paper
Downloads
441
Multi-Style Global Equity Investing: A Statistical Study on Combining Fundamentals, Momentum, Risk, and Valuation for Improved Performance
Journal of Investment Consulting, Vol. 15, No. 1, 12-26, 2014
Number of pages: 17
Posted: 29 Aug 2014
Downloads
98
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: 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
Do you have a job opening that you would like to promote on SSRN?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.