Some interesting reads that caught my eye from the week of February 22, 2015.
Archives for February 2015
Do investors get compensated for taking high risk? Is there a strong relationship between risk and returns? In this article, I take a look at realized risk as measured by standard deviation and annualized returns across emerging markets.
Some interesting reads that caught my eye from the week of February 15, 2015.
Trailing 3-year and subsequent returns in developed markets show existence of both momentum and mean reversion with momentum persisting in the near-term. The best performing developed markets over the past three years, continue to outperform over the next year and vice versa. However, returns show some mean reversion in the second and third year with the mean reversion effect being stronger with countries that outperformed earlier.
Some interesting reads that caught my eye from the week of February 8, 2015.