Matches in SemOpenAlex for { <https://semopenalex.org/work/W3110271999> ?p ?o ?g. }
Showing items 1 to 74 of
74
with 100 items per page.
- W3110271999 abstract "This paper unveils the processes for building a country’s trading strategy that can outperform the MSCI Indexes and on the factor basis. By exploring the belief and experimenting with the structure in place, there seems to be enough room to build a quantitative investment strategy that generates high-quality predictive signals (alphas) considering each countries’ expected equity and currency performances. We created, developed and deployed a set of systematic strategies which produces impressive returns using country Exchange-Traded Funds (ETFs) with the objective to generate returns, risk profiles, automations, modernizations, and optimizations to outperform the iShares MSCI ACWI ETF (ACWI) and the iShares MSCI ACWI ex US ETF (ACWX) and similar benchmarks and evidences within the industry based on extensive data, mathematical, market, and statistical analysis that we used in:1) risk and scoring metrics such as technical, fundamental, economic, market sentiment and alternative descriptors and 2) factor modeling paradigms and developments could reveal the weighted market exposure for the dynamic multi-step asset allocation by country in a world of multi-period electronic trading and information." @default.
- W3110271999 created "2020-12-07" @default.
- W3110271999 creator A5007128977 @default.
- W3110271999 creator A5038035263 @default.
- W3110271999 creator A5048201231 @default.
- W3110271999 date "2020-01-01" @default.
- W3110271999 modified "2023-10-16" @default.
- W3110271999 title "Integrated Global Asset Management: Quantitative Country ETF Trading Strategy" @default.
- W3110271999 doi "https://doi.org/10.2139/ssrn.3570128" @default.
- W3110271999 hasPublicationYear "2020" @default.
- W3110271999 type Work @default.
- W3110271999 sameAs 3110271999 @default.
- W3110271999 citedByCount "0" @default.
- W3110271999 crossrefType "journal-article" @default.
- W3110271999 hasAuthorship W3110271999A5007128977 @default.
- W3110271999 hasAuthorship W3110271999A5038035263 @default.
- W3110271999 hasAuthorship W3110271999A5048201231 @default.
- W3110271999 hasConcept C10138342 @default.
- W3110271999 hasConcept C103144560 @default.
- W3110271999 hasConcept C106159729 @default.
- W3110271999 hasConcept C117245426 @default.
- W3110271999 hasConcept C118315980 @default.
- W3110271999 hasConcept C131562839 @default.
- W3110271999 hasConcept C139819358 @default.
- W3110271999 hasConcept C141121606 @default.
- W3110271999 hasConcept C144133560 @default.
- W3110271999 hasConcept C149782125 @default.
- W3110271999 hasConcept C162324750 @default.
- W3110271999 hasConcept C17744445 @default.
- W3110271999 hasConcept C183582576 @default.
- W3110271999 hasConcept C199539241 @default.
- W3110271999 hasConcept C199728807 @default.
- W3110271999 hasConcept C2780821815 @default.
- W3110271999 hasConcept C38652104 @default.
- W3110271999 hasConcept C41008148 @default.
- W3110271999 hasConcept C556758197 @default.
- W3110271999 hasConcept C76178495 @default.
- W3110271999 hasConceptScore W3110271999C10138342 @default.
- W3110271999 hasConceptScore W3110271999C103144560 @default.
- W3110271999 hasConceptScore W3110271999C106159729 @default.
- W3110271999 hasConceptScore W3110271999C117245426 @default.
- W3110271999 hasConceptScore W3110271999C118315980 @default.
- W3110271999 hasConceptScore W3110271999C131562839 @default.
- W3110271999 hasConceptScore W3110271999C139819358 @default.
- W3110271999 hasConceptScore W3110271999C141121606 @default.
- W3110271999 hasConceptScore W3110271999C144133560 @default.
- W3110271999 hasConceptScore W3110271999C149782125 @default.
- W3110271999 hasConceptScore W3110271999C162324750 @default.
- W3110271999 hasConceptScore W3110271999C17744445 @default.
- W3110271999 hasConceptScore W3110271999C183582576 @default.
- W3110271999 hasConceptScore W3110271999C199539241 @default.
- W3110271999 hasConceptScore W3110271999C199728807 @default.
- W3110271999 hasConceptScore W3110271999C2780821815 @default.
- W3110271999 hasConceptScore W3110271999C38652104 @default.
- W3110271999 hasConceptScore W3110271999C41008148 @default.
- W3110271999 hasConceptScore W3110271999C556758197 @default.
- W3110271999 hasConceptScore W3110271999C76178495 @default.
- W3110271999 hasLocation W31102719991 @default.
- W3110271999 hasOpenAccess W3110271999 @default.
- W3110271999 hasPrimaryLocation W31102719991 @default.
- W3110271999 hasRelatedWork W11609003 @default.
- W3110271999 hasRelatedWork W11759889 @default.
- W3110271999 hasRelatedWork W11918691 @default.
- W3110271999 hasRelatedWork W1370697 @default.
- W3110271999 hasRelatedWork W2762338 @default.
- W3110271999 hasRelatedWork W3639673 @default.
- W3110271999 hasRelatedWork W4293530 @default.
- W3110271999 hasRelatedWork W4479632 @default.
- W3110271999 hasRelatedWork W4800924 @default.
- W3110271999 hasRelatedWork W9699499 @default.
- W3110271999 isParatext "false" @default.
- W3110271999 isRetracted "false" @default.
- W3110271999 magId "3110271999" @default.
- W3110271999 workType "article" @default.