This paper re-examines the performance of REITs, stocks, and fixed-income assets based on the preferences of risk …-averse and risk-seeking investors using mean-variance and stochastic dominance approaches. Our findings indicate no first … order to maximize their expected utility, the risk-averse prefer fixed-income assets over real estate, which, in turn, is …

This paper evaluates an editorial and seven invaluable and interesting review papers for the Journal of Risk and … global guidelines to their United States (US) implementation, connections among big data, computational science, economics …, finance, marketing, management and psychology, factors, outcome, and the solutions of supply chain finance, with a review and …

Food safety is a major risk for agribusiness firms. According to the Centers for Disease Control and Prevention (CDC …/HACCP) in 1996 and the Food Modernization Act in 2010, to reduce food-safety risk, retail meat facilities continue to experience … evaluate the effectiveness for three strategies that are used by retail meat facilities. Copula value-at-risk (CVaR) was …

lower risk level and the reverse is true at a higher risk level. Our SD analysis shows that there is no arbitrage … opportunity between international and domestic stock markets; domestically diversified portfolios with smaller risk dominate … internationally diversified portfolios with larger risk and vice versa; and at the same risk level, there is no difference between the …

The aim of this study is to determine the main factors affecting the use of foreign exchange hedging instruments by …

Since the collapse of the Metallgesellschaft AG due to hedging losses in 1993, energy practitioners have been concerned … hedging long-dated futures and options with their short-dated counterparts, we find that the long-term tracking errors are, on … average, quite close to zero, but there is increasing risk entailed in attempting to do so, as the hedge-tracking errors for …

. It calls for such hedging techniques that mitigate this risk level, thus, allowing corporations to enjoy a solid return …. This paper draws attention to a new determinant of hedging, i.e., the role of ownership concentration in risk management …Risk management has been gaining tremendous fame for the last couple of years. Firms in developed and developing …

risk and subsequent financial losses. In the event of having more than one hedging instrument, multivariate covariances …Persistently high negative covariances between risky assets and hedging instruments are intended to mitigate against …