“October is not a very good month for stock market. Nor November and December. Other bad months for investing capital in shares are: January, February… and all the others”, used to say an old quote about Wall Street. The emerging markets have always been a mined ground from a capital market view. This is about China, India which are the countries mostly involved in the new economic age, but also Romania. The emerging markets are known for spectacular revenues, but this is not the name of the game. The greater revenues seem to be, the greater are the risks to lose the same amount of capital. Everybody searches the best way to make money on the stock exchange market. Which is the best way, it is hard to say. Even financial analysis is proved to be riskier than common inspiration, sometime. And this is in respect with the paradoxes of the market, where shares don’t always follow the economy reality. The present research aims towards two main objectives: the international investment on the emerging capital markets; the uncertainty on the capital market. The research results have shown that the investors who have traded on the capital markets should identify and apply those strategies in order to minimize the unwanted consequences of the uncertainty resorting to “the gradual or continue optimization” or to “the good enough strategy”.