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Multi-Style Global Equity Investing: A Statistical Study on Combining Fundamentals, Momentum, Risk, and Valuation for Improved Performance

The majority of factor analysis to-date has been isolated to the individual equity markets or in a cross-asset class framework, with very little literature that analyzes these factors across the equity markets of different countries. The goal of the study is to add to the body of research by exploring an additional question: Does a multi-style investment strategy add value when analyzed across a universe of countries?