Style effects in the cross-section of stock returns

Article Abstract:

Style investing, which is categorizing of stocks, is an investment strategy followed by investors in the United States stock market. The returns from style-level value and momentum strategies are analyzed using stock data from Center for Research in Security Prices and mutual fund data. A three-factor model explains the style return reversals and persistence.

Usage, Mathematical models, Stock markets, Stock market

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Dynamic derivative strategies

Article Abstract:

The optimal investment strategy of an investor, who can access the bond and the stock markets as well as the derivatives market is discussed. The role of derivatives as a vehicle to volatility risk and jump risk are analyzed to state the importance of including derivative securities as an integral part of the optimal portfolio decision.

Strategy & planning, Science & research, Research, Planning, Evaluation, Options (Finance), Investments, Derivatives (Financial instruments), Company business planning

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Why stocks may disappoint

Article Abstract:

An analysis of static and dynamic methods of portfolio management is presented, and the factors that can result in portfolios failing to generate required returns are analyzed. Suggestions are also offered on methods to devise a portfolio for investors who are risk averse.

Asset & Risk Management, Risk management

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