Analyzing downside risk of BRICS stock indices: insights from value at risk and time series econometrics
YA Ghulam, BA Joo - Journal of Financial Economic Policy, 2024 - emerald.com
Purpose This paper aims to analyze the downside risk for the stock indices of BRICS
countries. The study also aimed to study the interrelationship, directional influence and …
countries. The study also aimed to study the interrelationship, directional influence and …
[PDF][PDF] Effect of drawdown strategy on risk and return in Nigerian stock market
AO Adaramola, YO Oyedeko - Financial Markets, Institutions and Risks …, 2022 - sciendo.com
The study examined effect of drawdown on return in the Nigerian stock market and it
covered the period of 2005 to 2020. Purposive sampling was employed and the sample size …
covered the period of 2005 to 2020. Purposive sampling was employed and the sample size …
Forecasting risk and return of listed real estate: A simulation approach with geometric Brownian motion for the German stock market
C Lausberg, F Brandt - Zeitschrift für Immobilienökonomie, 2024 - Springer
In this paper a forecasting model for real estate stock returns and risks is developed and
tested with the data of German real estate companies from 1991 to 2021. In contrast to …
tested with the data of German real estate companies from 1991 to 2021. In contrast to …
[PDF][PDF] Forecasting risk and return of listed real estate: A simulation approach with geometric Brownian motion for the German stock market, Ein Simulationsansatz mit …
C Lausberg, F Brandt - Zeitschrift für Immobilienökonomie, 2024 - hfwu.bsz-bw.de
In this paper a forecasting model for real estate stock returns and risks is developed and
tested with the data of German real estate companies from 1991 to 2021. In contrast to …
tested with the data of German real estate companies from 1991 to 2021. In contrast to …
ARTIKEL 1
D Hastalona - 2021 - osf.io
Investasi yang dilakukan oleh seseorang atau pun perusahaan tentulah harus
memperhatikan risiko dan return dari keputusan keuangan yang dibuat. Return merupakan …
memperhatikan risiko dan return dari keputusan keuangan yang dibuat. Return merupakan …