Risk Management in Emerging Markets

1. Front Matter

   Pages i-xv

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2. Introduction

   • Sima Motamen-Samadian

   Pages 1-4

3. Risky Production and Hedging in Emerging Markets

   • Octave Jokung

   Pages 5-16

4. An Analytical Study of Option Greeks on Derivative Markets in India

   • Devendra G. Kodwani

   Pages 17-33

5. Global Asset Allocation: Risk and Return Trade-off on Emerging Stockmarkets

   • Mohamed Derrabi, Michel Leseure

   Pages 35-55

6. Random Walk in Emerging Markets: A Case Study of the Karachi Stock Exchange

   • Orla Gough, Ali Malik

   Pages 57-70

7. Insiders’ Market Timing and Real Activity: Evidence From an Emerging Market

   • Tomasz Piotr Wisniewski

   Pages 71-89

8. Trading Risk Management: Practical Applications to Emerging Markets

   • Mazin A. M. Al Janabi

   Pages 91-136

9. Value at Risk: Does it Work in Emerging Markets?

   • Chuntao Yu, Bob Davidson, Mohamed Nurullah

   Pages 137-163

10. Back Matter

    Pages 165-167

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This book provides a thorough analysis of risk management in emerging markets. A collection of eight studies, each chapter examines the range of risks that investors face in an emerging market, and the methods that should be used to manage these risks. 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.

• emerging markets
• hedging
• management
• risk management
• value-at-risk

MAZIN A. M. AL JANABI Associate Professor of Finance and Banking, School of Business Administration, Al Akhawayn University, Morocco BOB DAVIDSON Principal Lecturer in Finance, Division of Risk, Caledonian Business School, UK MOHAMMED DERRABI Associate Professor, School of Business Administration, Al Akhawayn University, Morocco ORLA GOUGH Chair of Department of Finance and Business Law, Westminster Business School, University of Westminster, UK OCTAVE JOKUNG Associate Professor, Edhec Business School, France DEVENDRA G. KODWANI Lecturer, Finance , Open University Business School, UK MICHEL LESEURE Lecturer, Technology and Operations Management, Aston Business School, Aston University, UK ALI MALIK Visiting Lecturer, Westminster Business School, University of Westminster, UK MOHAMED NURULLAH Lecturer, Division of Risk, Caledonian Business School, UK TOMASZ P. WINSIEWSKI Senior Lecturer, Department of Finance, Auckland University of Technology, New Zealand CHUNTAO YU Consultant, PricewaterhouseCooper, China

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