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 …

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 …

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