Search Results - subject:"Portfolio Risk"

Risk decomposition, estimation error, and naïve diversification

Haensly, Paul J. - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-34

Persistent link: https://www.econbiz.de/10012654769

Risk analysis of the proxy life-cycle investments in the second pillar pension scheme in Croatia

Kovacevic, Renata; Latkovic, Mladen - In: Financial Theory and Practice 39 (2015) 1, pp. 31-55

In this article we analyze the expected risk of pension funds with different risk profiles in the proxy life-cycle model of investments for the 2nd pillar pension scheme in Croatia. The benefits of implementing proxy life-cycle investments, compared to the previous model of mandatory pension...

Persistent link: https://www.econbiz.de/10011199242

Faydaci ve Hazci Alisveris Degeri ve Tüketici Tatmininin Tüketicinin Davranissal Niyetleri Üzerindeki Etkileri

Bakirtas, Hülya; Bakirtas, Ibrahim; Celik, Mümin Atalay - In: Ege Academic Review 15 (2015) 1, pp. 91-98

Bu çalýþmanýn ana amacý alýþveriþ deðerinin, tüketicilerin davranýþsal niyet ve tatmini üzerindeki etkisini incelemektir. Uygulamadaki ölçüler literatürdeki çalýþmalara baðlý olarak elde edilmiþtir ve uygulama anket yoluyla gerçekleþtirilmiþtir. Bu uygulama...

Persistent link: https://www.econbiz.de/10011170369

A Note on Bank Capital Buffer, Portfolio Risk and Business Cycle

BUSUN, Sine KONTBAY; KASMAN, Adnan - In: Ege Academic Review 15 (2015) 1, pp. 1-7

This paper examines the impact of business cycle on bank capital buffer and portfolio risk using quarterly data for …

Persistent link: https://www.econbiz.de/10011170371

An empirical study of the dynamic correlation of Japanese stock returns

Isogai, Takashi - 2015

Persistent link: https://www.econbiz.de/10012178381

Bank portfolio risk and interest rate spread of risky loans : methodological analysis

Yu, Hua - In: Journal of financial management and analysis : … 28 (2015) 2, pp. 50-58

Persistent link: https://www.econbiz.de/10011535336

Evidence of volatility clustering and asymmetric behavior of returns in Asian emerging stock markets

Naqvi, Syed M. Waqar Azeem; Khan, Kanwal Iqbal; … - In: Pakistan economic and social review : incorporating the … 57 (2019) 2, pp. 163-197

Persistent link: https://www.econbiz.de/10013531991

The effect of loan approval decentralization on microfinance institutions' outreach and loan portfolio quality

Tchakoute Tchuigoua, Hubert; Soumaré, Issouf - In: Journal of business research : JBR 94 (2019), pp. 1-17

Persistent link: https://www.econbiz.de/10011947279

Estimating a covariance matrix for market risk management and the case of credit default swaps

Neuberg, Richard; Glasserman, Paul - In: Quantitative finance 19 (2019) 1, pp. 77-92

Persistent link: https://www.econbiz.de/10012194621

Asset correlation estimation for inhomogeneous exposure pools

Wunderer, Christoph - In: The journal of credit risk : published quarterly by … 15 (2019) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10012121559