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This article examines an equity pairs trading strategy using daily, weekly and monthly European share price data over the period 1998–2007. The authors shows that when stocks are matched into pairs with minimum distance between normalised historical prices, a simple trading rule based on...
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exists differ substantially. This article compares risk and returns for regular and lump-sum investors for all possible … risk of negative returns disappears for horizons that are six years shorter. Increasing contributions deteriorate risk and …
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We estimate the risk and expected returns of private equity investments based on the market prices of exchange …
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superior risk-adjusted returns. Until recently, this strategy has been extremely successful achieving compound annual returns … over time of 10-15% with lower levels of volatility and superior risk-adjusted returns.However, during the current … that in a global financial crisis, any asset classes that contain any form of market risk are quite linked. In addition …
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Investment in the financial markets is guided by the trade-off between expected returns and risk appetite of the … investor. Higher risks could possibly result in higher expected return on the upside risk but the possibility of massive … downside risk of loss must never escape the investor. The dynamic market condition should shape an investor's macro …
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It is a universally accepted principle that risk and return of investing are commensurate. However, people give more … importance to return and risk takes a back seat. This study is an attempt to understand the perceptions of 120 investors in … Gandhinagar region towards risk and return of investing in stock market. The study analyses the investment preferences of these …
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