Author:
Zaremba Adam,Shemer Jacob
Reference28 articles.
1. Angelidis, T., & Tessaromatis, N. (2014). Global style portfolios based on country indices. Bankers, Markets & Investors, March–April. Retrieved November 9, 2015, from https://mpra.ub.uni-muenchen.de/53094/
2. Asness, C. S., Liew, J. M., & Stevens, R. L. (1997). Parallels between the cross-sectional predictability of stock and country returns. Journal of Portfolio Management, 6, 79–86.
3. Asness, C. S., Moskowitz, T. J., & Pedersen, L. H. (2013). Value and momentum everywhere. Journal of Finance, 68(3), 929–985.
4. Blitz, D. C., & van Vliet, P. (2008). Global tactical cross-asset allocation: Applying value and momentum across asset classes. Journal of Portfolio Management, 35(1), 23–38.
5. Butler, A., Philbrick, M., Gordillo, R., & Faber, M. T. (2012). Global CAPE model optimization. Retrieved February 19, 2016, from SSRN: http://ssrn.com/abstract=2163486 or http://dx.doi.org/10.2139/ssrn.2163486