I. (2010). Value at risk models for volatile emerging markets equity portfolios. The Quarterly Review of Economics and Finance, 50 , 515–526.Dimitris N. D,Manolis G. K,Spyros I. S.Value at risk models for volatile emergingmarkets equity portfolios. The Quarterly Review of Economics and...
Value at risk and the cross-section of hedge fund returns Journal of Banking and Finance (2007) D. Capocci Neutrality of market neutral funds Global Finance Journal (2006) M. Eling et al. The performance of hedge funds and mutual funds in emerging markets Journal of Banking & Finance (2010...
Saltoglu (2004), “Evaluating Predictive Performance of Value-at-Risk Models in Emerging Markets:A Reality Check” Working paper. :Lee,T.H,B.Saltoglu.Evaluating predictive performance of value-at-Risk models in emerging markets:a reality check.. 2001...
De Jesus, Raul y Edgar Ortiz, 2010, "Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models", en Frontiers in Finance and Economics (en prensa).de Jesus, R. and Ortiz, E. "Risk in emerging stock markets from Brazil and Mexico:...
and the markets at any time. As a result, the views expressed should not be relied upon as a forecast of the Fund's future investment intent. It should not be assumed that any investment will be profitable or will equal the performance of any securities or any sectors mentioned herein. Th...
See DFA Emerging Markets Value Portfolio (DFEVX) mutual fund ratings from all the top fund analysts in one place. See DFA Emerging Markets Value Portfolio performance, holdings, fees, risk and other data from Morningstar, S&P, and others.
Value Investing High Yield Emerging Markets Close ESG ESG ESG Overview ESG Overview ESG at T. Rowe Price Impact Investing Global Impact Credit Global Impact Equity US Impact Equity The Blue Economy Resources Resources ESG Investing Annual Report Sustainability-Related Disclosures...
Analysis of the GEMs data by the International Finance Corporation (IFC), the private-sector arm of the World Bank Group, challenges the perception that emerging markets are high-risk environments. Take the average default rate, f...
News about emerging markets. The latest business stories about major emerging markets around the world.
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market 2015, Economic Modelling Citation Excerpt : In other words, in this approach, the standardized residual returns of the EGARCH-based and GARCH-based models mentioned in ...