Exploring Developed & Emerging Market Country Allocation for Equities

• Approaches for building country allocation models for equities

– Macro economic signals

– Bottom-up aggregate fundamental and market signals

• Forecasting horizon of the signals

• Compare and contrast developed and emerging markets

• Establishing benchmarks

– Capitalization-weighted indices

– Equal-weighted indices

– Minimum variance indices

• Portfolio construction techniques

– Alpha model of derived signals

– Managed volatility approach

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