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Indispensible to anyone who is charged with the responsibility of forecasting returns, estimating risk, or structuring efficient portfolios in the global arena, this book is an invaluable reference. Hopkins and Miller combine clear and thorough descriptions of a variety of statistical methods while analysizing four dimensions of global equity portfolios: countries, sectors, industries and companies.

Table of Contents

Foreword.
Preface.
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.
Conclusion.
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.
References.

About the Authors

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 robotics.

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.

72 pages