... Rashid can be contacted at: ch.arahmad@yahoo.com © Emerald Group Publishing Limited 2015 Risk analysis Risk assessment Returns Financial risk Portfolio investment Most of the existing empirical studies have attempted to investigate the ability of different risk measures...

..._,T and U_t,T. Derivatives markets Options markets Securities Risk assessment Risk management The paper is structured as follows. The next section presents the risk measures for vanilla European options. Section 3 discusses the risk measures...

..., a relatively new risk‐adjusted performance measure, first proposed by Franco Modigliani and Leah Modigliani in 1997, is used to evaluate these equity funds. Performance measures Unit trusts Risk assessment Diversification © Emerald Group Publishing Limited 2008 Onur Arugaslan can...

... knowledge is beneficial to practitioners and academics whose interest lies in asset price modelling. Angela Black can be contacted at: angela.j.black@abdn.ac.uk © Emerald Group Publishing Limited 2006 Autoregressive processes Value analysis Premium pricing Stock returns Risk assessment...

... management Risk assessment Optimization techniques The objective of this paper is to investigate the use of improved optimisation methods for the design and maintenance of tracker funds. Specifically the paper will critically review the current tracker fund optimisation methods, develop a new...

... approach to optimize their credit portfolios. The uniform response was negative. Ali Fatemi can be contacted at: afatemi@depaul.edu © Emerald Group Publishing Limited 2006 Credit control Risk assessment Financial institutions Surveys Shareholder value maximization requires a firm...

... in local and investor currencies. © Emerald Group Publishing Limited 2006 Currency accounting International investments Risk assessment Stock markets Financial risk The benefits of international investment are measured in terms of higher return for a given level of risk...