Adding Emerging Markets Stocks to a Developed Markets Portfolio? A Linked Model Can Help Manage the Risk (Qontigo)
This is the third installment of a series of Qontigo posts highlighting the risk-measurement benefits of a model that links separate regional models, versus a single global model. In the first installment, “Capturing Regional Nuances with a Global Linked Model,” Qontigo took the point of view of a risk manager of a multimanager portfolio and to show how a linked model can highlight differences in regional exposures that might get lost in a single global model. In the second post, “A ‘Link’ to Better Global Risk Forecasts,” Qontigo illustrated the benefits to risk forecast accuracy of a linked model over a global model when optimizing a global Momentum portfolio. In this post Qontigo address another portfolio management strategy: allowing a portion of a portfolio to be invested outside the geographic region covered by the benchmark. READ MORE
Similar Posts:
- FLASHBACK: An (Anonymous) Expat Rant About Singapore In: “i dun unerstan u lah!: An exposé of Singapore and Singaporean retardation”
- Listed MNC Subsidiaries a Good Way to Invest in Emerging Markets / Frontier Markets (FP)
- Outlook on Emerging Markets (Lazard AM)
- Malaysia Post-Regime Change: KLCI Up, BN-Linked Stocks Down (Malaysiakini)
- What’s Next for Emerging Markets and the Dubai Stock Market? (Gulf Business)
- Sovereign Wealth Funds Increase Investments in Emerging Markets (SCMP)
- What’s the Right Exposure to Emerging Market Stocks? (USA Today)
- China Plans $3.8 billion Rail Link Between Kenya’s Mombasa and Nairobi (AFP)
- Emerging Market Fixed Income: Characteristics of the Asset Class (FTSE Russell)
- Emerging Asia Risks Never Growing Rich (Nikkei Asian Review)
Leave a Reply