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Anton Puchkov

Research and Insights

Articles by Anton Puchkov

    International Investing: Managing Multiple Layers of Alpha

    Research Report | Jul 1, 2007 | Jennifer Bender, Anton Puchkov

    Frequently investors have much more information than they can possibly digest. Developing and employing efficient information processing machinery to handle large amounts of data in a consistent way is the key to success in this environment. In this article we argue that it is critical for international equity asset managers to organize information according to its scope. The structure outlined here categorizes information into three types--global, local, and asset-specific. While we...

    In Search of Global Diversification: Developed and Emerging Markets

    Research Report | Mar 1, 2006 | Frank Nielsen, Anton Puchkov

    Using monthly data from 1991 through 2004, we find evidence for dramatic convergence in properties of globally aggregated developed and emerging markets, greatly limiting the diversifying power of passive emerging markets investing. However, although equity returns in an 'average' emerging market follow the rest of the world more closely than a decade ago, emerging markets still constitute a dynamic and heterogeneous investment environment. We re-confirm that, given the importance of country...

    The Barra Integrated Model - Version 204

    Research Report | Sep 1, 2005 | Fati Hemmati, Agnes Hsieh, Anton Puchkov, Dan Stefek

    The Barra Integrated Model (BIM) is a multi-asset class model for forecasting the asset and portfolio level risk of global equities, bonds, currencies, and commodities. The model uses innovative methods to couple broad asset coverage with the detailed analysis of Barra's models that focus on particular markets. This makes it suitable for a wide range of investment purposes, from conducting an in-depth analysis of a single-country portfolio to understanding the risk profile of a broad set of...