applied to find the difference between actual and expected returns. Results show that capital asset pricing model (CAPM … that the investors should more focus on CAPM results for short term as compare to long term investments in KSE. …

This study estimates liquidity premiums using the recently developed Liu (2006) measure within a multifactor capital … asset pricing model (CAPM) including size premiums and a time varying parameter model for the West African emerging market … of Nigeria. The evidence suggests that liquidity factors are relevant only for financial and basic materials sector …

following indicators ie.: leverage, liquidity, capital ratio, asset quality and profitability are analyzed as a source of … systemic risk. These figures will be confronted with the average value obtained in the whole group of commercial banks in … Europe. It should help finding the answer to the question, whether the size of the institution generates higher systemic risk …

This paper deals with the use of the CAPM for capital budgeting purposes. Four different measures are deductively drawn …

The paper presents the approach for the verification of the lemma used for the model for reputation risk for … absolute value of the reputation risk greater than the entity’s materiality the reputation risk management system should be in …

This paper examines relationships between size and risk in financial markets. Based on the work of Makridakis / Taleb … [2009] and Taleb / Tapiero [2009], presents the problems of excessive risk and imbalances caused by the size of firms …. Markets mixed on firm growth traps externalities can influence risk, high-cost for the commons. A policy of regulation and …

conclusion to the questioning is: "It depends on the business in which your firm is, your preference for risk and your preference …

(including external risk factors); the policy implications of this analysis are projected after evaluating two fundamental issues …

First externalities risk due to the size of the companies or the principle that large companies are also at risk of … for savers and investors are taken. If we accept-so conservatively that the risk exposure of a company is limited by its … risk foreseeable losses with positive externalities, then, what can happen with negative derivatives risk capital …