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Risk and return in Asian emerging markets[electronic resource] :a practitioner's guide /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.0415095
書名/作者:	Risk and return in Asian emerging markets : a practitioner's guide // Nusret Cakici, Kudret Topyan.
作者:	Cakici, Nusret.
其他作者:	Topyan, Kudret.
出版者:	Basingstoke : : Palgrave Macmillan :, 2014.
面頁冊數:	224 p. : : 33 ill.
附註:	Electronic book text.
標題:	Capital market - Asia.
標題:	Finance - Mathematical models - Asia.
標題:	Stocks - Asia.
標題:	Finance and Accounting.
標題:	Insurance & actuarial studies - Asia.
ISBN:	1137359072 (electronic bk.) :
ISBN:	9781137359070 (electronic bk.) :
ISBN:	9781137360885
內容註:	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.
摘要、提要註:	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.
電子資源:	Online journal 'available contents' page

Risk and return in Asian emerging markets[electronic resource] :a practitioner's guide /
Cakici, Nusret.

Risk and return in Asian emerging marketsa practitioner's guide /[electronic resource] :Nusret Cakici, Kudret Topyan. - 1st ed. - Basingstoke :Palgrave Macmillan :2014. - 224 p. :33 ill.

Electronic book text.

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.

Document

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.Asian emerging markets are becoming increasingly important in the new world order following the 2008 financial crisis. Risk and Return in Asian Emerging Markets uses popular portfolio methods and cross-sectional regressions to report the risk and return characteristics of Asian market participants. Topyan and Cakici help researchers understand the relative importance of certain criteria in forecasting and determining trading strategies for these countries. This is the first book in the field to evaluate, compare, and contrast behavioral model variables with predictive powers for Asian emerging markets. Academicians and practitioners will find this book relevant to develop a firm grasp of the structure behind Asian emerging markets and implement trading strategies.

PDF.

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.

ISBN: 1137359072 (electronic bk.) :£69.00Subjects--Topical Terms:

537137
Capital market
--Asia.

LC Class. No.: HG5702 / .T67 2014

Dewey Class. No.: 332.0415095

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545 0 $a 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.
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