Risk Management in Emerging Markets

This book provides a thorough analysis of risk management in emerging markets. It includes the latest empirical studies on the role of insider trading and the extent of information efficiency of these markets, and a comprehensive assessment of the suitability of the Value at Risk models to emerging markets.

Introduction; S.Motamen-Samadian Risky Production and Hedging in Emerging Markets; O.Jokung An Analytical Study of Option Greeks on Derivative Markets in India; D.G.Kodwani Global Asset Allocation: Risk and Return on Emerging Stock Markets; M.Derrabi & M.Leseure Informational Efficiency in Emerging Markets: A Case of Random Walk in the Karachi Stock Exchange; O.Gough & A.Malik Insiders' Market Timing and Real Activity: Evidence from an Emerging Market; T.P.Winsiewski Trading Risk Management: Practical Applications to Emerging Markets; M.A.M.Al Janabi Value at Risk: Does it Work in Emerging Markets?; C.Yu, B.Davidson & M.Nurullah