Risk and volatility: econometric models and financial practice

Article Abstract:

Econometric models are used for evaluating risk and returns duly accounting for losses, if any. By assessing the reward an optimal portfolio can be built. Capital Asset Pricing Model, pricing of options, estimates of variances, financial management etc., are discussed.

Sweden, Financial Systems & Controls, Financial Management, Usage, Econometric models

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Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium

Article Abstract:

Solution for an investor's optimum portfolio decision rules problem is presented. A detection-error probabilities calculation method for a mean-reverting risk premium is given as a solution.

United States, Decision-making, Decision making, Tests, problems and exercises, Probabilities, Probability theory, Error functions

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Risk aversion and allocation to long-term bonds

Article Abstract:

The value of a bond portfolio is discussed.

Evaluation, Investments, Business enterprises, Bonds, Bonds (Securities)

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