There is a risk-return trade-off after all

Article Abstract:

A study analyzing the returns from stock markets is presented. The relationship between the average returns and average variance based on conditions is examined. It is observed that the returns are directly proportionate to the risks in the stock markets.

Asset & Risk Management, Risk management, Return on investment, Rate of return, Stock markets, Stock market

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Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?

Article Abstract:

The stockholders face severe restrictions on their ability to sell their shares and diversify the risk of their personal wealth. The cost of the liquidity restrictions on stockholders using a continuous-time portfolio choice framework is examined.

Commercial Banks, Investment Banking and Securities Dealing, Forecasts, trends, outlooks, Portfolio Management, Management dynamics, Capital funds & cash flow, Portfolio & Funds Management, Stocks, Forecasts and trends, Stockholders, Market trend/market analysis, Corporations, Valuation, Company business management

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Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market

Article Abstract:

Using more than one factor in models of American swaptions can increase savings significantly in the exercise of the swaptions .

Securities and Commodity Exchanges, Security and commodity exchanges, Commodity Exchanges, Usage, Options (Finance), Mathematical models, Commodities industry, Swaps (Finance)

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