In this book, the author draws from finance, psychology, economics, and other disciplines in
business and the social sciences, recognising that personal finance and investments are …

The potential for stock market growth in Asian Pacific countries has attracted foreign
investors. However, higher growth rates come with higher risk. We apply value at risk (VaR) …

We test whether stock returns in the Asian markets are characterized by infinite variance or
just large variance, which has an important implication for the applicability of many financial …

This paper seeks to characterize the distribution of extreme returns for US, UK and
Japanese equity indices over the years 1963–2000. In particular, the suitability of the …

Abstract Extreme Value Theory (EVT) methods are used to investigate the asymptotic
distribution of the lower tail for daily returns in the Athens Stock Exchange (ASE) over the …

Robust estimation of stock-exchange fluctuations is a challenging problem. The accuracy of
statistical extrapolation is fairly sensitive to both model and sampling error. Using the …

Wertsicherungsstrategien erlauben eine Begrenzung potenzieller Verluste aus
Aktienanlagen bei gleichzeitiger Teilnahme an Kurszuwächsen. In diesem Buch werden die …

Die vorliegende Dissertation, die sich mit destabilisierenden Tendenzen von Hedge-Fonds
Strategien beschäftigt, stellt das Ergebnis mehrjähriger beruflicher Tätigkeit in den …

This paper provides a detailed overview of the current research linking systemic risk,
financial crises and contagion effects among assets on the one hand with asset allocation …

With options, futures and other financial derivatives, the portfolio insurance strategy can
hedge against and transfer risks. Risk capital is the underlying asset of financial derivatives …