extended to include market risk measurements for n countries. Exploiting a selection matrix based on the cash accounting … fundamental investment choices between stock market premiums and currency swap returns. The original n2 multi- currency strategic … return-risk attribution accounting framework is applied to monthly return data of Hong Kong, Indonesia, Japan, Malaysia, the …

Singer and Karnosky's (1995) exact and complete return attribution framework does not account for risk, since it … extend their exact accounting framework to include market risk measurements for n countries. The resulting n^2 x n^2 strategy … risk matrix exactly decomposes into a tensor sum of the n x n fundamental market risk matrices. Since the strategy risk …

and better corporate governance mechanism reduces the risk of these companies. …

This paper deals with the issue of calculating daily Value-at-Risk (VaR) measures within an environment of thin trading … issue for financial risk management in emerging markets. …

paradox, risk aversion and other well-known fundamental problems. For a long time, this opinion was a barrier to proper …