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:
- EM Fund Stock Picks & Country Commentaries (December 5, 2023)
- Capitalizing on Currencies to Boost Emerging Market Returns (Pictet Asset Management)
- Inflation Trends Across Emerging Markets (Franklin Templeton)
- The New Emerging Markets Landscape: Policy Improvements Should Contribute to Increased Resilience (Franklin Templeton)
- EM Fund Stock Picks & Country Commentaries (July 18, 2023)
- What’s the Right Exposure to Emerging Market Stocks? (USA Today)
- Emerging Market Stock Picks, Tweets & Podcasts (December 2023)
- EM Fund Stock Picks & Country Commentaries (October 3, 2023)
- EM Fund Stock Picks & Country Commentaries (March 7, 2023)
- EM Fund Stock Picks & Country Commentaries (November 22, 2023)
- The New Emerging Market Landscape: The Single Commodity Focus Has Shifted (Franklin Templeton)
- FLASHBACK: An (Anonymous) Expat Rant About Singapore In: “i dun unerstan u lah!: An exposé of Singapore and Singaporean retardation”
- Emerging Markets vs Japan: Which Offers the Most Value? (Citywire)
- Rondure New World + Overseas Fund EM Stock Holdings (Mid-2023)
- DISCLAIMER: EM Fund Stock Picks & Country Commentaries Posts
