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| Author | : N. Cakici |
| Publisher | : Springer |
| Total Pages | : 347 |
| Release | : 2014-08-13 |
| Genre | : Business & Economics |
| ISBN | : 1137359072 |
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.
| Author | : Christopher Poillon |
| Publisher | : John Wiley & Sons |
| Total Pages | : 222 |
| Release | : 2001-05-17 |
| Genre | : Business & Economics |
| ISBN | : 0471436682 |
How every investor can seize the huge potential of overseas emerging markets This book offers a clear roadmap to navigating emerging markets. In clear terms every investor can understand, it explains what an emerging market is, why investors should invest in them, and what the risks are in particular markets, including Latin America, East Asia, and China. The book offers a systematic process that can be easily followed for successful investing in emerging markets.
| Author | : Christopher Barry |
| Publisher | : Wiley |
| Total Pages | : 126 |
| Release | : 2000-04-14 |
| Genre | : Business & Economics |
| ISBN | : 9780943205458 |
Emerging Stock Markets: Risk, Return, and Performance is a compendium of historical data currently available about the performance of securities in emerging markets. As a result, it will be an invaluable aid to the investor or investment manager trying to make informed decisions about investing in emerging market assets. The authors provide monthly stock return data for more than two dozen countries in the Emerging Markets Data Base maintained by the International Finance Corporation. Without such data, analysis of this fascinating asset class has been frustrated.
| Author | : Andre Carvalhal |
| Publisher | : |
| Total Pages | : 24 |
| Release | : 2009 |
| Genre | : |
| ISBN | : |
The purpose of this paper is to use the extreme value theory to analyze ten Asian stock markets, identifying which type of extreme value asymptotic distribution better fits historical extreme market events. Understanding the influence of extreme market events is of great importance for risk managers. Our empirical tests indicate that the return distributions are not characterized by normality and that the minima and the maxima of the return series may be satisfactorily modeled within an extreme value framework. The average waiting time for an index to present a daily return below/above a specific threshold is generally larger for Asian major markets than for Asian emerging markets. We also compute VaR estimates using extreme value theory and compare the results with the empirical and normal VaR estimates. The results suggest that the extreme value method of estimating VaR is a more conservative approach to determining capital requirements than traditional methods.
| Author | : Yan-ki Ho |
| Publisher | : |
| Total Pages | : 28 |
| Release | : 1990 |
| Genre | : Capital assets pricing model |
| ISBN | : |
| Author | : Campbell R. Harvey |
| Publisher | : |
| Total Pages | : 66 |
| Release | : 1994 |
| Genre | : Capital assets pricing model |
| ISBN | : |
The emergence of new equity markets in Europe, Latin America, Asia, the Mideast and Africa provides a new menu of opportunities for investors. These markets exhibit high expected returns as well as high volatility. Importantly, the low correlations with developed countries' equity markets significantly reduces the unconditional portfolio risk of a world investor. However, standard global asset pricing models, which assume complete integration of capital markets, fail to explain the cross-section of average returns in emerging countries. An analysis of the predictability of the returns reveals that emerging market returns are more likely than developed countries to be influenced by local information.
| Author | : Gordian Gaeta |
| Publisher | : John Wiley & Sons |
| Total Pages | : 342 |
| Release | : 2012-11-27 |
| Genre | : Business & Economics |
| ISBN | : 1118247183 |
The practical guide to investing in emerging markets Though potentially risky, investing in emerging markets can offer extremely attractive returns. Opportunities in Emerging Markets offers practical advice for investors based on the real life experiences—both positive and negative—of practitioners, pioneer investors, and local heroes with experience in frontier markets. Exploring how every developing market has its own unique regional cultures and social structures that change the way investors invest, and must be understood in order to make wise investments, the book combines standard approaches to investing with the exigencies of frontier markets to create an invaluable framework for success. A collection of useful ideas that investors—institutions, general partners, limited partners, or shareholders—can draw upon when investing money in emerging markets, the book includes essential information on one of the most attractive opportunities for beating traditional markets and investments. If access, downside, and predictability can be managed, there's a great deal of money to be made in emerging markets, and this book shows how. Both investors and investment managers need to understand fundamental success factors, real framework conditions, and hidden pitfall and in Opportunities in Emerging Markets, author Gordian Gaeta analyses these intricacies in depth. Gives investors of all kinds the information they need to succeed in emerging markets Incorporates real life experiences—both good and bad—to help readers avoid common mistakes and maximize their returns Includes interviews with Mark Mobius, Jim Rogers, Marc Faber, and other leading names in the emerging markets sector For those traders brave enough to engage in high-risk/high-return investing, Opportunities in Emerging Markets is an excellent overview of the world's toughest frontier markets and how to conquer them. Featuring interviews with some of the top investors in the field, this is the definitive guide to the perils and pitfalls of investing in these highly volatile markets.
| Author | : Alison Harwood |
| Publisher | : Brookings Institution Press |
| Total Pages | : 430 |
| Release | : 2010-12-01 |
| Genre | : Business & Economics |
| ISBN | : 9780815716204 |
This volume brings together market practitioners, policymakers, development specialists, and academics from developed and emerging market countries to examine the underlying causes of the Asian financial crisis and ways of preventing future crises in emerging markets. Contents of the volume include: •"The Asian Crisis: Causes and Consequences" by Richard Cooper, Harvard University •"A Closer Look at Equity Flows to Emerging Markets" by Michael Barth, Capital Markets Development Department, The World Bank, and Konstantinos Tsatsaronis, Monetary and Economic Department, Bank for International Settlements •"Corporate Governance and the Treatment of Minority Shareholders," by Kenneth Scott, Stanford Law School •"Foreign Investment in Asia" by Jarrod Wilcox, PanAgora Asset Management •"The Future of Emerging Markets Investing" by Michael Adler, Columbia Graduate School of Business •"Lessons of the Asian Crisis for Latin America" by Sebastian Edwards, University of California at Los Angeles •"Global Capital Markets: What Do They Mean?" by Ian Giddy, Stern School of Business, New York University Copublished with the World Bank
| Author | : Simon M. S. So |
| Publisher | : |
| Total Pages | : 33 |
| Release | : 2012 |
| Genre | : |
| ISBN | : |
This study provides evidence of the conditional effect on market beta, firm size, book-to-market equity ratio (B/M), and earnings-to-price ratio (E/P) to the cross-section of monthly portfolio excess returns in two Asian emerging stock markets: Malaysia and Thailand. Beta may not be a suitable measure of market risk under unconditional framework whereas it revives and is priced after taking into account the difference between positive and negative market excess returns. In addition to beta, B/M and E/P, but firm size, are also priced by conditional markets. Therefore, investors may form their optimal portfolios based on these significant measures in the two stock markets examined. This study suggests that either model consisting of beta and B/M or model consisting of beta and E/P is likely the more precise model which can provide more appropriate description of asset pricing behavior in the Malaysian and Thailand markets.
