Asset allocation and the equity premium puzzle

Article Abstract:

A study comparing the risks associated in the rate of returns between common stocks and corporate bonds showed an excessive risk premium for stocks. Analysis of mean-variance efficient portfolios showed a higher performance for stocks. These results suggest that investors who want greater returns should concentrate on corporate bonds to achieve optimal portfolios. A 60-40 equity-debt mix strategy for investing is discussed.

Management, Portfolio management, Securities

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Modelling stock market volatility in Australia

Article Abstract:

Asymmetric Generalized AutoRegressive Conditional Heteroscedastic models were evaluated to determine which model can be used for modelling financial time series. The efficiency of the model was based on its ability to determine variance and account for the negative symmetry in stock return data. The results showed that asymmetric models, in general, were highly applicable to stock market data.

Models, Heteroscedasticity

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Investment horizon effects

Article Abstract:

The reasons behind the failure of stocks in increasing the investments despite of predictable returns are examined, by focusing on Australian stock performance in the United States stock markets.

United States, Australia, Business Failures, Causes of, Investments, Financial markets, Growth, Stock prices, Company growth

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