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Risk return in in Asian emerging markets : a practicioner's guide

Author: Kudret Topyan; Nusret Cakici
Publisher: New York, NY : Palgrave Macmillan, [2014]
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Topyan, Kudret.
Risk return in in Asian emerging markets
(DLC) 2014004454
(OCoLC)871044183
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Kudret Topyan; Nusret Cakici
ISBN: 9781137359070 1137359072
OCLC Number: 888967112
Description: 1 online resource.
Contents: 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.
Responsibility: Kudret Topyan, Nusret Cakici.

Abstract:

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  Read more...

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