Country Asset Allocation

1. Introduction
Adam Zaremba, Jacob Shemer

Part I. Part I

2. Value Versus Growth: Is Buying Cheap Always a Bargain?
Adam Zaremba, Jacob Shemer

3. Trend Is Your Friend: Momentum Investing
Adam Zaremba, Jacob Shemer

4. Is Small Beautiful? Size Effect in Stock Markets
Adam Zaremba, Jacob Shemer

5. Is Risk Always Rewarded? Low-Volatility Anomalies
Adam Zaremba, Jacob Shemer

6. Is Good Company a Good Investment? Quality Investing
Adam Zaremba, Jacob Shemer

Part II. Part II

7. Testing the Country Allocation Strategies
Adam Zaremba, Jacob Shemer

8. A Short Primer on International Equity Investing
Adam Zaremba, Jacob Shemer

9. Value-Oriented Country Selection
Adam Zaremba, Jacob Shemer

10. Momentum Effect Across Countries
Adam Zaremba, Jacob Shemer

11. Small-Country Effect
Adam Zaremba, Jacob Shemer

12. Risk-Based Country Asset Allocation
Adam Zaremba, Jacob Shemer

13. Country Selection Based on Quality
Adam Zaremba, Jacob Shemer

14. What Next? Combining and Improving Country Selection Strategies
Adam Zaremba, Jacob Shemer

15. Conclusions
Adam Zaremba, Jacob Shemer

Keywords: Finance, Investments and Securities, Economics, general, Econometrics, Popular Science in Economics