In this paper, the authors have developed and presented a new semiparametric value-atrisk
(VaR) model for the assessment of market risk. The model is based on the theoretical …

We perform a comprehensive evaluation of the benefits of emerging market equities by
extending previous research in four fundamental ways. The contribution of this study is that …

Using an extensive sample consisting of 30 emerging countries and 38 years of data, we
examine the profitability of two momentum and two trend following strategies. Over the entire …

Die Situation ist so bekannt wie dringlich: Staatliche Rentensysteme können in Zukunft nur
noch eine Basisversorgung leisten. Die Bürger müssen daher privat vorsorgen und …

The aim of this paper is to compare the performance of European stock markets with that of
the US market. Our results indicate that the emerging stock markets of Europe generated …

U radu je izvršeno testiranje aplikativnosti modela VaR na tržištima kandidata i potencijalnih
kandidata za članstvo u EU, kako bi se odgovorilo na pitanje da li modeli VaR, koji su …

The paper analyses relationships between macroeconomic indicators and stock markets
returns providing important implications for investment decision making and forecasting of …

Practitioners and academics believe holding a diversified portfolio provides investors a
higher rate of return and a lower level of risk. Researchers studying portfolio diversification …

We examined mean premium of emerging market stock return over that of US market for the
period January 1995 to December 2007. Our results indicate that premium is not positive for …

Emerging stock markets in Europe, the Middle East, and Asia Page 1 California State University,
San Bernardino CSUSB ScholarWorks Theses Digitization Project John M. Pfau Library 2005 …