Special Issue on Measuring Risk and / or Applications Thereof

Special Issue on Measuring Risk and / or Applications Thereof

Within this ebook of a wide variety of risk considerations are analyzed. Papers in this issue evaluate the risk / return tradeoff for different style mutual funds. They analyze the linkage between economic growth and stock market development. International diversification and return differentials are considered. Asymmetric co-movements between financial markets and economies are examined. And, finally a comparison of the Carhart four-factor model and the Fama-French three factor model is applied in the South African Stock Market.


Are international economic and financial co-movements characterized by asymmetric co-integration?,Are micro-cap mutual funds indeed riskier?,International diversification and return differential between the US and the foreign markets,On the linkage between stock market development and economic growth in emerging market economies: dynamic panel evidence,Risk Application,Robustness of the Carhart Four-Factor and the Fama-French Three-Factor models on the South African stock market

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