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- W3197078359 abstract "Options, swaps, futures and forward contracts are the most typical types of derivatives. But what is a derivative? It is a security whose pricing structure is derived from a main asset such as stocks, commodities, bonds, currencies, interest rates and market indexes. The valuation of a derivative product is determined by changes of the main asset. They are risky products and due to the leverage effect they provide high positive or negative returns. They are mainly used for two reasons. Firstly, they are used to hedge or reduce risk. Secondly, they are used to speculate based on the stock exchange momentum and macroeconomic factors of each country. On the other hand, mutual funds are considered to be a way to reduce risk, attain professional management, increase diversification, and most importantly achieve superior returns.That means that the main role of an investor manager is to select the right asset weightings that will maximise the investors expected returns. When attempting to optimise the securities in a portfolio, the risk aspects have to be considered. These are the alpha and beta values that will be the constraints to the linear model that will be used. In this chapter we analyze and compare performance average returns between the mutual fund industry and the derivatives market. Most performance studies are sensitive to the three following aspects: Firstly, the specific benchmark used for comparison purposes. Secondly, the specific methodology used to access portfolio risk and compute managerial investment performance. Thirdly, the specific time periods examined in the studies. In this chapter, we overcome the above problems by using a selection of indices as a benchmark, a long period of time and a multiple regressions based on factors that are well documented in the Finance literature." @default.
- W3197078359 created "2021-09-13" @default.
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- W3197078359 date "2021-04-08" @default.
- W3197078359 modified "2023-09-25" @default.
- W3197078359 title "Diversification, Risk Management, Mutual Fund Industry and the Derivatives Market" @default.
- W3197078359 hasPublicationYear "2021" @default.
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