Blogs

This research investigates how the three major gold futures exchanges (COMEX, MCX, and TOCOM) interact in terms of price discovery and information transmission. With India’s growing prominence in the global gold market, this study offers fresh insights into these inter-market relationships.

This study aims to recommend the best portfolio strategy by using Bayesian shrinkage estimation, which adjusts for uncertainty in parameter values. It compares traditional mean-variance optimization with a strategy that includes a factor model, analyzing sectorial returns data to draw conclusions.

This study explores whether higher fees in Thai mutual funds correlate with better performance. It focuses on the distinction between bank-related and non-bank-related funds, examining their fee structures, risk-taking behavior, and performance. The research also considers the impact of the bank-mutual fund relationship on these factors within Thailand’s growing mutual fund industry. The findings aim to provide insights into the effectiveness of mutual fund fees and the influence of bank affiliations on fund performance.

This study investigates the key factors influencing the growth of Thailand’s mutual fund sector from 2006 to 2010. It evaluates the impact of different types of asset management companies, fund performance, distribution channels, and administrative expenses on the industry’s expansion, emphasizing the significance of bank affiliations and efficient cost management.

This research reevaluates daily Value at Risk (VaR) estimates to better align with long-term investment strategies and high-leverage positions. Critiquing the short-term focus of traditional VaR methods, it proposes a more conservative approach that accounts for extended asset allocation and overnight borrowing rates, aiming to more accurately assess financial institutions’ risks.