Risk and Return in Asian Emerging Markets

A Practitioner's Guide
1. Auflage 2014
ISBN: 978-1-349-47206-2
Verlag: Palgrave Macmillan US

Buch, Englisch, 212 Seiten, Format (B × H): 140 mm x 216 mm, Gewicht: 2873 g

Risk and Return in Asian Emerging Markets offers readers a firm insight into the risk and return characteristics of leading Asian emerging market participants by comparing and contrasting behavioral model variables with predictive forecasting methods.

Zielgruppe

Research

Autoren/Hrsg.

Topyan, K.

Cakici, N.

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
• Wirtschaftswissenschaften Betriebswirtschaft Management Risikomanagement
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
• Wirtschaftswissenschaften Volkswirtschaftslehre Internationale Wirtschaft Entwicklungsökonomie & Emerging Markets
• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Betriebliches Rechnungswesen

Inhaltsverzeichnis

1. Introduction 2. Market Capitalization 3. Price Level 4. Beta 5. Total Volatility 6. Idiosyncratic Volatility 7. Short-Term Reversal 8. Momentum 9. Book-to-Market Ratio 10. Multiple Regressions Appendix

Über Autor(innen)

Nusret Cakici is Professor of Finance at Fordham University, USA. He has published more than 30 articles in finance journals, including the Journal of Finance, Journal of Financial and Quantitative Analysis, and Journal of Empirical Finance. His research addresses issues in derivatives, corporate finance, international finance, risk management, and investments. He is conducting research on investment strategies, cross-section of expected returns, and value at risk.

Kudret Topyan is Professor of Economics and Finance at Manhattan College School of Business, USA. He has published economics and finance articles in many professional journals including Oxford Bulletin of Economics and Statistics, Journal of Computational Finance, and Emerging Markets Finance and Trade. His recent research focuses on equity valuation in emerging markets. Topyan is a co-recipient of the prestigious 2011 Hong Kong Capital Markets Research Award and is also an active trainer in the community banking industry.