MANAGING VOLATILITY: A STRATEGIC FRAMEWORK
... and commodities. The asset allocation decisions are made by the asset manager and typically include both strategic and tactical asset allocation shifts. Many of these portfolios are benchmarked to a premium over cash and are expected to capture a share of growth markets as well as to try to mitigate ...
... and commodities. The asset allocation decisions are made by the asset manager and typically include both strategic and tactical asset allocation shifts. Many of these portfolios are benchmarked to a premium over cash and are expected to capture a share of growth markets as well as to try to mitigate ...
clearbridge dividend strategy portfolios
... those ordinarily associated with investing in domestic securities, including the potentially negative effects of currency fluctuation, political and economic developments, foreign taxation and differences in auditing and other financial standards. These risks are magnified in emerging markets. Limit ...
... those ordinarily associated with investing in domestic securities, including the potentially negative effects of currency fluctuation, political and economic developments, foreign taxation and differences in auditing and other financial standards. These risks are magnified in emerging markets. Limit ...
Historical Performance of Commodity and Stock Markets
... 1891–1970 are from the Wholesale Commodities Price Index by the BLS (farm products, processed foods and feeds, fuels and related products and power, and metal and metal products). Finally, data for the period 1971–2010 are from the corresponding components of the modern PPI, with the same base of 19 ...
... 1891–1970 are from the Wholesale Commodities Price Index by the BLS (farm products, processed foods and feeds, fuels and related products and power, and metal and metal products). Finally, data for the period 1971–2010 are from the corresponding components of the modern PPI, with the same base of 19 ...
Information for investors
... appropriate volume of transactions at any moment (or period). Therefore, the investor may find it impossible to buy or sell some liquid assets under normal market conditions. This can happen due to excessive positions in those assets, inadequate market depth, or on account of other adverse business ...
... appropriate volume of transactions at any moment (or period). Therefore, the investor may find it impossible to buy or sell some liquid assets under normal market conditions. This can happen due to excessive positions in those assets, inadequate market depth, or on account of other adverse business ...
PowerShares DB US Dollar Index Bearish Fund fact sheet
... other bank (collectively, the "DB Parties") and are not guaranteed by the DB Parties. Deutsche Bank Short USD Currency Portfolio Index — Excess Return™ and Deutsche Bank Short USD Currency Portfolio Index — Total Return™ (the “Indices”) are products of Deutsche Bank AG and/or its affiliates. Informa ...
... other bank (collectively, the "DB Parties") and are not guaranteed by the DB Parties. Deutsche Bank Short USD Currency Portfolio Index — Excess Return™ and Deutsche Bank Short USD Currency Portfolio Index — Total Return™ (the “Indices”) are products of Deutsche Bank AG and/or its affiliates. Informa ...
Islamic Economics Rules and the Stock Market
... Since transactions are accepted from an Islamic point of view if the qualities and flaws of the stocks transacted were known to the buyer(s) and seller(s) (rules 2 and 4), Kia (2001, p. 48) proposes “the following policy rules: (a) Under an Islamic framework the central bank and the government shoul ...
... Since transactions are accepted from an Islamic point of view if the qualities and flaws of the stocks transacted were known to the buyer(s) and seller(s) (rules 2 and 4), Kia (2001, p. 48) proposes “the following policy rules: (a) Under an Islamic framework the central bank and the government shoul ...
Spring 2013 Advanced Portfolio Management Solutions
... Full credit could be received whether describing futures/options on interest rates or bond prices as long as the decision (e.g. buy a bond future) is consistent with the risk being managed (e.g. hedge against low/falling interest rates). (i) ...
... Full credit could be received whether describing futures/options on interest rates or bond prices as long as the decision (e.g. buy a bond future) is consistent with the risk being managed (e.g. hedge against low/falling interest rates). (i) ...
Standardized Approach for Calculating the Solvency Buffer for
... 20) For the purposes of determining capital requirements, hedge contracts are positions in financial instruments or derivatives, such as forwards, futures, swaps or options, whether purchased or sold, undertaken through a securities exchange or over-the-counter primarily for the purpose of managing ...
... 20) For the purposes of determining capital requirements, hedge contracts are positions in financial instruments or derivatives, such as forwards, futures, swaps or options, whether purchased or sold, undertaken through a securities exchange or over-the-counter primarily for the purpose of managing ...
Stock Price Manipulation Detection Based on Mathematical Models
... trade-based price manipulations from normal trades in stock markets. Two types of manipulations are investigated: pump-and–dump and spoof trading. Pump-and-dump is an action of buying stock, making the price to go higher, and then selling to others for a profit. Spoof trading is an action of sending ...
... trade-based price manipulations from normal trades in stock markets. Two types of manipulations are investigated: pump-and–dump and spoof trading. Pump-and-dump is an action of buying stock, making the price to go higher, and then selling to others for a profit. Spoof trading is an action of sending ...
IOSR Journal of Economics and Finance (IOSR-JEF) e-ISSN: 2321-5933, p-ISSN: 2321-5925.
... Market. This Demand is generated by the traders themselves and is mostly the Apparent Part of the Total Demand i.e. it is a fictitious one. When Market forces commence production of the commodity to meet this fictitious demand Overproduction commences in the Market. However this over production due ...
... Market. This Demand is generated by the traders themselves and is mostly the Apparent Part of the Total Demand i.e. it is a fictitious one. When Market forces commence production of the commodity to meet this fictitious demand Overproduction commences in the Market. However this over production due ...
Pricing Rate of Return Guarantees in Regular Premium Unit Linked
... The Unit Linked concept refers to the way the policy holders’ premiums are invested. The net premiums (i.e. after cost and risk premium deductions) are invested based on the choice of the policyholder. Common practice is to let the policyholder choose between several selected investment funds. Some ...
... The Unit Linked concept refers to the way the policy holders’ premiums are invested. The net premiums (i.e. after cost and risk premium deductions) are invested based on the choice of the policyholder. Common practice is to let the policyholder choose between several selected investment funds. Some ...
Estimation of the marginal expected shortfall using extreme
... MES levels for Morgan Stanley are largely higher than those for Goldman Sachs and T. Rowe Price ...
... MES levels for Morgan Stanley are largely higher than those for Goldman Sachs and T. Rowe Price ...
Uncertainty and Consumer Behavior
... 5. Why do people often want to insure fully against uncertain situations even when the premium paid exceeds the expected value of the loss being insured against? Risk averse people have declining marginal utility, and this means that the pain of a loss increases at an increasing rate as the size of ...
... 5. Why do people often want to insure fully against uncertain situations even when the premium paid exceeds the expected value of the loss being insured against? Risk averse people have declining marginal utility, and this means that the pain of a loss increases at an increasing rate as the size of ...
The Investment Process
... May also offer service to automatically move funds to an ISA each year ...
... May also offer service to automatically move funds to an ISA each year ...
Dynamic Scenario Generator
... lower volatility due to “mean reversion”, while others show higher volatility due to “trending behaviour”. Both historical data and the scenarios reflect close to zero correlation between equities and inflation on short horizons but a steady increase in correlation as the horizon gets longer. ...
... lower volatility due to “mean reversion”, while others show higher volatility due to “trending behaviour”. Both historical data and the scenarios reflect close to zero correlation between equities and inflation on short horizons but a steady increase in correlation as the horizon gets longer. ...