The main purpose of this study was to explore the relationship between market and accounting measures of risk and the … coefficients as a systematic risk measure. The research considered classical and downside risk measures. The profitability of a … company was expressed as ROA and ROE. When determining the downside risk, two approaches were employed: the approach by Bawa …

Hedging downside risk before substantial price corrections is vital for risk management and long-only active equity … manager performance. This study proposes a novel methodology for crafting timing signals to hedge sectors' downside risk …

ready-made approaches to risk management analysis. However, EVT is usually applied to standardized returns to offer more …

We aim to construct portfolios by employing different risk models and compare their performance in order to understand … absolute deviation (MaD) and conditional value at risk (CVaR) are considered as risk measures. The price data were extracted …