TheModern Portfolio Theory has its benchmark which is theMarkowitz's Mean-Variance portfolio optimisation. However the Markowitz's Mean-Variance optimisation of portfolios with options (even simple products such as call or put) is a particularly difficult task, as the asymmetric returns of...

Stock indices prove their capacity as a powerful predictive tool, an effective performance benchmark, a measure of market efficiency and underlying assets for financial investment products. Vietnamese stock market currently enjoys a strong developing potentiality that promises profitable...

Risk-taking is a topic that has been studied for many years in finance under the famous slogan in the financial industry "Higher risk, higher return". Nevertheless, empirical results have shown different scenarios. Using a sample of 56 researches with 406 studies covering millions of companies...

As a main function of bank is accepting or borrowing from their customers or credit institutions to make loans to others, default risk is the oldest, the most important and primary risk in banking sector. Especially in these years after the recent financial crisis, a huge amount of banks' loan...

In the recent recession market, we are in the objective to invest into secured product in a time horizon of one or two years. The objective is to maintain at least the capital invested if the market still goes down and to be able to benefit part of the market return when the market goes up....