【出版时间及名称】:2009年12月全球证券市场投资策略报告
【作者】:汇丰银行
【文件格式】:pdf
【页数】:76
【目录或简介】:
Value Models at a glance 3
Momentum Models at a glance 4
Mixed Models at a glance 5
What’s new? 6
Value - Europe 9
Value - North America 12
Value - Japan 15
Value – Asia/Pacific ex Japan 18
Value - Emerging Markets 21
Momentum - Europe 25
Momentum - North America 28
Momentum - Japan 31
Momentum -
Asia/Pacific ex Japan 34
Momentum –
Emerging Markets 37
Mixed Model - Europe 40
Mixed Model – North America 43
Mixed Model - Japan 46
Mixed Model -
Asia/Pacific ex Japan 49
Mixed Model –
Emerging Markets 52
Methodology & Model
calculation 55
Back-testing details 60
Appendix 67
Disclosure appendix 72
Disclaimer 75
Contents