This article discusses the diversification and rebalancing of emerging market countries.
Emerging country risks are high and relatively uncorrelated, and the cap-weighted index is …

We design modified value investing strategies in emerging equity markets by comparing a
country's value weight with its market capitalization weight among a group of emerging …

Diversification is a fundamental concept in economics and finance. This paper argues that
decision makers have an intrinsic preference for diversification that is responsive to cost and …

We empirically assess a variety of portfolio construction strategies using MSCI country
indices from 1998 to 2010. These strategies range from the classic mean-variance …

The idea of accessing risk premia through the use of index-based funds and ETFs has been
gaining momentum in recent years. MSCI Risk Premia Indices aim to reflect well-known …

We verify the long-term performance of low-volatility stocks in the stock markets around the
world. A reliable observation becomes possible on the respective stock markets in the …

This research work will give an idea to the readers about the potential of small-cap and mid-
cap companies in terms of returns generated in long term based on past 10 years …

Portfolios of risky assets which are rebalanced according to a rule set are known to
outperform corresponding buy-and-hold portfolios if volatility is high and correlations …

This paper examines the performance of GDP-weighted indexes relative to their cap-
weighted equivalents after adjusting for Size, Value, Momentum, Betting-Against-Beta …

This article makes use of a unique dataset accounting for public trust towards alternative
institutions within 27 countries, thereby yielding a local perspective on the trustworthiness of …