This paper investigates how the nature of risk changes as investment horizon lengthens, and what it means for investors … equities, bonds and cash may vary with horizon is also discussed, including highlighting why fixed income may not be a low risk …

The risk conscious investor is defined as the maximizer of a conservative valuation or dynamically a nonlinear …

This article presents various techniques for downside risk control of an emerging markets equity index or long only … fund. We evaluate different risk adjusted strategies applied to dynamic asset allocation between an emerging markets equity … by adjusting the allocation to the equity index according to risk levels measured either by volatility or tail risk using …

significant exposures to equity markets but without appropriate risk control tools. Indeed, within just a few weeks a number of … downside risk mitigation, which requires both accurate risk measurement tools and effective risk management strategies.In this …

The concept of enterprise risk management will be examined in the context of multi-strategy hedge funds and fund of … hedge funds. This paper seeks to demonstrate that risk at these organizations has to be considered holistically and not in …

variables in stock markets, we find that evolving trading models based on fundamental variables substantially reduce the risk of … investing in stocks. This reduction is so generous that the risk-adjusted return obtained following these fundamental variables … the technical indicators we analyze do not show any predicting value neither in terms of return or risk. We observe the …