Risk Management in Emerging Markets

Gebonden Engels 2005 9781403991539
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

This book provides a thorough analysis of risk management in emerging markets. A collection of eight studies, each chapter examines the range of risks that investors face in an emerging market, and the methods that should be used to manage these risks. It includes the latest empirical studies on the role of insider trading and the extent of information efficiency of these markets, and a comprehensive assessment of the suitability of the Value at Risk models to emerging markets.

Specificaties

ISBN13:9781403991539
Taal:Engels
Bindwijze:gebonden
Uitgever:Palgrave Macmillan UK

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Inhoudsopgave

Introduction; S.Motamen-Samadian Risky Production and Hedging in Emerging Markets; O.Jokung An Analytical Study of Option Greeks on Derivative Markets in India; D.G.Kodwani Global Asset Allocation: Risk and Return on Emerging Stock Markets; M.Derrabi & M.Leseure Informational Efficiency in Emerging Markets: A Case of Random Walk in the Karachi Stock Exchange; O.Gough & A.Malik Insiders' Market Timing and Real Activity: Evidence from an Emerging Market; T.P.Winsiewski Trading Risk Management: Practical Applications to Emerging Markets; M.A.M.Al Janabi Value at Risk: Does it Work in Emerging Markets?; C.Yu, B.Davidson & M.Nurullah

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        Risk Management in Emerging Markets