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01 March 2016

Performance Consistency in International Equities—The Advantage of an Adaptive Quantitative Approach

According to QMA, equity returns on international markets are driven by two different sources: systematic factors and idiosyncratic risk. In the pursuit of these sources of alpha, investment managers generally employ one of the following approaches: (1) bottom-up (idiosyncratic risk), (2) top-down (systematic factors), or (3) a blend of the two. QMA describes how a bottom-up, quantitative investment process may be well suited to deliver consistent positive excess returns in international equity markets.


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Contact(s):
Mayura Hooper
phone: 973-367-7930
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