improves in the treatment of the terms related with the binomial profitability and risk. The investigation has been based on …

proportional to individual risk (PIR) in comparison with the classical mean-variance (MV), minimum variance (MINVAR) and 1/N … that the PIR strategy outperforms classical strategies in terms of profitability indicators, risk, Sharpe ratio, Turnover …

risk. Given the above, this paper presents a model of efficient portfolio optimization based on Markowitz's theory, using … EWMA methodology for the calculation of portfolio risk. …

This study investigates the application by auditor women of a risk premium in Spanish audit firms of SME companies as a … this study suggests the existence of a female risk premium. This premium in fees may exist due to gender differences … existing when perceiving and tolerating risk. Unlike previous studies, the audit effort has been controlled by the hours …

. The aim of the paper is to study how these agents deal with risk and uncertainty, the source of the problems of the …, because imposes its intellectual foundation to a world that operates in situations involving risk that are systematically …

relate the efficiency with bank management quality, we first analysed the effect of efficiency on the systematic risk of …

considerados y tramos de edad. = The study of the premium risk in the car insurance is really important because the insurance … market is very competitive. In this article we show a bonus-malus method of risk premiums. To do this, we use the Functional … applying the bonus-malus method that we have given, we are able to obtain the premium risk for different profiles and age …

This paper analyzes the relationship between the dividend and debt policies, firm risk and the director’s ownership …. Firstly, the results show that the payment of dividends reduces the risk and the leverage, and increases the ownership …. Secondly, the firm risk presents a negative effect on the debt ratio and on the payment of dividends and a positive …

This paper analyzes the effect of the power of the chairman and CEO on firm risk. As proxies of power several variables … being founders, their tenure, their shareholding and the size of the board. Risk has been measured by the systematic and the … Spanish market. Results show that the fact of being founders and the accumulation of titles increases risk and the size of the …