Corporate bond returns in the major developed economies increase with risk, as measured by maturity and ratings. From a …

Corporate bond returns in the major developed economies increase with risk, as measured by maturity and ratings. From a …

possibility of risky assets diversification to obtain the optimal return/risk ratio. Consequently, this paper aims to examine the … uncertainty. It is difficult to find a field where the decision making process is risk-free. This statement is especially true in … case of financial investments according to which risk taking is rewarded. But it is also true that the financial market …

inclusion of even a small proportion of Bitcoins, say 3%, may dramatically improve the risk-return trade-off of welldiversified … the standpoint of a U.S. investor with a diversified portfolio including both traditional assets (worldwide stocks, bonds … distinctive features, including exceptionally high average return and volatility. Its correlation with other assets is remarkably …

), nominal bonds, and stocks (the stock index). <p> The investor faces an incomplete market setting and is not able to perfectly … hedge <p> long run real interest rate risk using the available securities. The optimal invest- <p> ment strategy is … fraction of stocks in the <p> portfolio as time passes towards the investment horizon, and (ii) a higher bond to <p> stock …

, Pakistan, Indian and Malaysian markets perform better at a given level of risk and return. …This study tries to calculate value at risk at Asian emerging stock markets of daily, weekly and monthly stock returns … by calculating its log returns. This study also ranks equity markets on the basis on Sharpe ratio and risk adjusted …

to protect downside risk against the unfavorable oil and gas price changes. But oil hedging appears to be more effective … in protecting stock returns than gas hedging is when downside risk presents. In addition, oil and gas reserves are more …