Many characteristics set A-shares apart from other equities.
Chinese A-shares: does taking risk pay off?
Is risk rewarded on the Chinese A-share market?
Emerging markets: the value of strategic allocation
The added value of allocating to emerging markets (EM) has always been a topic of discussion among equity investors, especially when there was a large difference in performance with developed markets (DM).
Short-term stock selection model boosts performance Enhanced Indexing
Robeco Enhanced Indexing invests in global developed markets equities, and has a low tracking error against its benchmark, the MSCI World index.
Another look at trading costs and short-term reversal profits
Several studies report that abnormal returns associated with short-term reversal investment strategies diminish once transaction costs are taken into account.