Country, Sector, and Company Factors in Global Equity Portfolios
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.
Peter J.B. Hopkins is a director of the Investment
Management Group and head of the Quantitative Research Team (QRT)
at Baring Asset Management. He is responsible for the quantitative
stage of BAM's investment processes, including stock selection and
market allocation modeling. He holds an M.A. and D.Phil. in
theoretical nuclear physics from Oxford University, where he was
also a lecturer in physics and a research assistant in
C. Hayes Miller, CFA is head of Baring Asset Management's Investment Management Team for North American clients and a member of BAM's Strategic Policy Group, which sets policy for global mandates. He is an asset allocation specialist and developed the country and sector screening models used by BAM.
- Analyzes multiple dimensions of global equity portfolios including countries, sectors, industries and companies.
- Uses a variety of statistical methods to explore the factors behind changes in global sectors.
- Aids reader in forecasting returns, estimating risk, and structuring efficient portfolios in the global arena.