small and mid-cap companies, which involve additional risks such as limited liquidity and greater volatility. The Fund invests in securities outside of the U.S. which involve greater volatility and
centre of its changing organisational environment Credit Suisse ESG Research, APAC4 Modern slavery Regional instability / migration Demographic shifts: e.g. population aging; Millennials Widening income
risks. Asst. Prof. Dr. Thanachot Boonworachot, researcher, Faculty of Agro-Industry, Kasetsart University said that the study on ?Returns, investor trading volumes and price volatility relationships on
boutiques that rely heavily on tourists as their clientele. Other events likely to reduce the number of tourists, such as geopolitical instability and insecurity (e.g., terrorist attacks) and weakening of the
ศึกษาของ Sharpe (1966) ที่ ริเริ่มวัดผลการดาเนินงานของกองทุนรวมว่ามีความสม่าเสมอหรือไม่ โดยใช้อัตราส่วน ของชาร์ป (Sharpe ratio) โดยจดัอนัดบักองทุนโดยใช้ค่าสหสมัพนัธ์ลาดับทีข่องสเปยร์ แมน (Spearman rank
Persistence of Performance http://www.sec.or.th Empirical Paper Methodology Evidence Sharpe (1966) Spearman rank correlation Yes Jensen (1968) Jensen’s alpha No Grinblatt&Titman (1989,1992) Jensen’s alpha Yes
Slide 1 Determinants of Return and Volatility Spillovers in the International Equity Markets Yuthana Sethapramote, Ph.D. Graduate School of Development Economics National Institute of Development
price volatility risk before allocating an appropriate amount of investment money to digital assets, which are exposed to high risks due to price volatility. Besides, certain cryptocurrencies may lack
order to identify the characteristics of the stocks that funds hold, we rank Thai stocks based on dimensions that correspond to the 4-factor asset pricing model and classify them in to quintiles. For
include: - disclosure of additional information to cover individual remunerations for executives of the highest rank, e.g., chief executive officer and managing director; - extending the periods for