Consider an economy in which the underlying security returns follow a linear factor model with constant coefficients. While portfolios that invest in these securities will, in general, have a linear factor structure, it will be one with time-varying coefficients. However, under certain assumptions regarding the portfolio’s investment strategy, it is possible to estimate these time varying alpha...

Background: assessment of psychopathy has gained much attention in the past few decades. The four-factor model of psychopathy has proved to be an efficient model for assessment of psychopathy in forensic and non-forensic samples. Several measures have been developed to capture the four-factor model. These four factors are labeled as interpersonal manipulation, criminal tendencies, erratic lifes...

Purpose This paper aims to expand foreign investors' understanding of potential return enhancement and risk diversification advantages offered by equity market Pakistan through comparing its performance performances in other markets investigating what matters for investing Pakistan's market. Design/methodology/approach Comparative analysis Stock Exchange is performed using data 22 developed eme...