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Country Asset Allocation: Quantitative Country Selection Strategies in Global Factor Investing – Adam Zaremba & Jacob Shemer
Non-fiction / 22nd October 2019

Introduction Country Asset Allocation is an investment book looking for the best strategy to invest at the country level. I was hoping to glean some insight on how to profit by investing in the global markets through exchange traded funds (ETFs). The authors’ aim is to equip investors with the appropriate tools for investing in ETFs, index funds or futures markets. Authors Adam Zaremba is an assistant professor at Poznań University of Economics (Poland) and an associate professor at University of Dubai (UAE). His areas of interest include investment management, asset pricing, commodity markets, financialization and alternative investments. He also has experience in the fund management field by working as fund manager, analyst and economist. I could not find any information about Jacob Shemer other than he is the co-author of another book with Adam Zaremba. Content Country Asset Allocation has a total of 15 chapters and 2 appendices. Chapter 1 and Chapter 15 are Introduction and Conclusion respectively. The remaining chapters are separated into 2 parts. Part I describes the existing quantitative stock market strategies. This part begins with Chapter 2: Value versus Growth: Is Buying Cheap Always a Bargain? Chapter 3 is Trend Is Your Friend: Momentum Investing….