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Is there a low-risk anomaly across countries?

Zaremba, Adam - In: Eurasian economic review : a journal in applied … 6 (2016) 1, pp. 45-65

Persistent link: https://www.econbiz.de/10011441281

Country selection strategies based on quality

Zaremba, Adam - In: Managerial finance 41 (2015) 12, pp. 1336-1356

Persistent link: https://www.econbiz.de/10011504225

The quest for multidimensional financial immunity to the COVID-19 pandemic : Evidence from international stock markets

Zaremba, Adam; Kizys, Renatas; Tzouvanas, Panagiotis; … - In: Journal of international financial markets, … 71 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10012800099

Seven centuries of commodity co-movement : a wavelet analysis approach

Umar, Zaghum; Zaremba, Adam; Olson, Dennis - In: Applied economics letters 29 (2022) 4, pp. 355-359

Persistent link: https://www.econbiz.de/10012803546

Immunizing markets against the pandemic : COVID-19 vaccinations and stock volatility around the world

Rouatbi, Wael; Demir, Ender; Kizys, Renatas; Zaremba, Adam - In: International review of financial analysis 77 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012805881

Inflation hedging in the long run : practical perspectives from seven centuries of commodity prices

Zaremba, Adam; Szczygielski, Jan J.; Umar, Zaghum; … - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 119-134

Persistent link: https://www.econbiz.de/10012613092

Long-run reversal in commodity returns : insights from seven centuries of evidence

Zaremba, Adam; Bianchi, Robert; Mikutowski, Mateusz - In: Journal of banking & finance 133 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10013256444

The alpha momentum effect in commodity markets

Zaremba, Adam; Mikutowski, Mateusz; Szczygielski, Jan Jakub - In: Energy economics 93 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012643310

The momentum effect in country-level stock market anomalies

Zaremba, Adam - In: Economic research 31 (2018) 1,1, pp. 703-721

Persistent link: https://www.econbiz.de/10012486546

Country Asset Allocation : Quantitative Country Selection Strategies in Global Factor Investing

Zaremba, Adam - 2017

This book demonstrates how quantitative country-level investment strategies can be successfully employed to manage money in international markets. It offers a range of state-of-the-art quantitative strategies, describing their theoretical bases, implementation details, and performance in over 70...

Persistent link: https://www.econbiz.de/10012397133