Bookcover of The behavior of South African asset classes over time
Booktitle:

The behavior of South African asset classes over time

An analysis of time considered relative risk

LAP LAMBERT Academic Publishing (2010-03-30 )

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ISBN-13:

978-3-8383-5377-7

ISBN-10:
3838353773
EAN:
9783838353777
Book language:
English
Blurb/Shorttext:
This book contains the empirical evidence that suggests that a third dimension, namely investment time horizon, can add value to the more conventional two-dimensional methodology of assessing the relative risk and return attributes of various assets and portfolios in order to enhance investment decisions. It shows how time horizons should be considered in the investment decision making process and provides concrete evidence that a methodology that is not cognizant of investment time horizon is prone to extensive long-term opportunity cost risk. In addition to providing evidence of investment time horizon relevance, the study makes suggestions as to how time horizons could be incorporated into the risk return assessments of various asset classes and also presents a framework for the more holistic assessment of asset class properties while incorporating time horizons.
Publishing house:
LAP LAMBERT Academic Publishing
Website:
http://www.lap-publishing.com/
By (author) :
Adriaan Pask
Number of pages:
256
Published on:
2010-03-30
Stock:
Available
Category:
Economics
Price:
6214.72 руб
Keywords:
Alternative measures of risk, holistic risk assessment, mean-reversion, Mean-Variance, Return, Risk, Standard deviation, time diversification, time horizon

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