About this document
Risk Factors in Global Market Returns by Vamsi Krishna is a document available to read on EtoBox.
This document analyzes the drivers of expected returns in international markets using a sample of 47 countries, including 28 emerging markets and 19 developed markets. It examines 18 different risk factors and whether they explain average returns across the different market types. Key findings include: - Total risk and idiosyncratic risk are highly correlated in both emerging and developed markets. - The three semi-variance measures (measuring downside risk) are highly correlated with total risk in both ma
- Author
- Vamsi Krishna
- Language
- EN