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Stock Market Volatility - 9781420099546

Un libro in lingua di Gregoriou Greg N. (EDT) edito da Taylor & Francis, 2009

  • € 97.50
  • Il prezzo è variabile in funzione del cambio della valuta d’origine

Sixty-two international academics, researchers, and practitioners contribute 31 chapters summarizing current theory and practice regarding stock market volatility. The papers are organized into sections on modeling stock market volatility, portfolio management and hedge fund volatility, developed country volatility, and emerging market volatility. A sampling of topics: an overview of the issues surrounding stock market volatility, price volatility in the context of market microstructure, mean-variance versus mean-VaR and mean-utility spanning, cyclicality in stock market volatility and optimal portfolio allocation, predictability of risk measures in international stock markets, cross-sectional return dispersions and risk in global equity markets, economic integration on the China stock market before and after the Asian financial crisis, recent assessments on mean reversion in the Middle East stock markets, and stock market volatility and political risk in Latin America--the case of terrorism in Colombia. For academics, graduate students, and practitioners. Annotation ©2009 Book News, Inc., Portland, OR (booknews.com)

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