Table of contents
The golden target: analyzing the tracking performance of leveraged gold ETFs
Tim Leung, Brian WardThe purpose of this study is to understand the tracking errors of leveraged exchange-traded funds (LETFs) on gold and demonstrate improved tracking performance by dynamic…
FVA and CVA under margining
Lixin Wu, Chonhong LiThe purpose of this paper is to provide a framework of replication pricing of derivatives and identify funding valuation adjustment (FVA) and credit valuation adjustments (CVA) as…
Lipper’s rating and the performance of unit trusts in Malaysia
Ahmad Ridhuwan Abdullah, Nur Adiana Hiau AbdullahThe purpose of this paper is to examine the risk-adjusted performance of rated funds and determine the usefulness of Lipper Leader rating of unit trusts in Malaysia during the…
Financial development and economic growth: empirical evidence from India
Madhu Sehrawat, A K Giri– The purpose of this paper is to examine the relationship between financial development and economic growth in India using annual data from 1982 to 2012.
Pricing competitiveness of jump-diffusion option pricing models: evidence from recent financial upheavals
Vipul Kumar SinghThe purpose of this paper is to investigate empirically the forecasting performance of jump-diffusion option pricing models of (Merton and Bates) with the benchmark Black–Scholes…
Optimum portfolio selection using a hybrid genetic algorithm and analytic hierarchy process
Maghsoud Solimanpur, Gholamreza Mansourfar, Farzad GhayourThe purpose of this paper is to present a multi-objective model to the optimum portfolio selection using genetic algorithm and analytic hierarchy process (AHP). Portfolio…
ISSN:
1086-7376Online date, start – end:
1977Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Prof Niklas Wagner