Combining clear and thorough descriptions of a variety of statistical methods with an abundance of statistical results, their analysis explores the underlying causes of changes in global and country sectors. Indispensible to anyone charged with the responsibility of forecasting returns, estimating risk, or structuring efficient portfolios in the global arena, this book will prove an invaluable reference.
1. Geography versus Sectors and Industries.
2. The Opportunity from Company and Stock Selection.
3 Countries, Sectors, and Stocks in the Active Portfolio Management.
4. Breadth Considerations.
Appendix A. MSCI Global Industry Classification Standard.
Appendix B. Regression Technique.
Appendix C. Explanatory Power Statistic.
Appendix D. Average Characteristics of Countries and Sectors Used in Weighting.