Chapter 12

Is Quality Investing Feasible in Frontier Markets Based on Publicly Available Financial Information?

G. Galindo*
E.W. Rengifo***    Russell Investments, New York, NY, United States**    Department of Economics and the Center for International Policy Studies (CIPS), Fordham University, New York, NY, United States

Abstract

This chapter presents an in-depth study of available financial and market information on frontier market stocks. Albeit constrained by the limitations in quality and quantity of the data available, we perform a detailed financial–statistical analysis to construct value and quality indicators. With this information, and following Novy-Marx (Novy-Marx, R., 2014. Quality Investing. University of Rochester. Available from: ...

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