yields mixed results. This paper investigates the differences in risk profiles and realized returns between ethical and non … years of poor stock market performance, which indicates that systematic risk of ethical funds may be higher. …

Measuring risk in the stock market context is one of the key challenges of modern finance. Despite of the substantial … significance of the topic to investors and market regulators, there is a controversy over what risk factors should be used to price … the assets or to determine the cost of capital. We empirically investigate the ability of several commonly proposed risk …

. For example, the nature of monotonicity of the indifference curve depends on the underlying mean. Price hedging decisions … hedging decisions within the prospect theory. We illustrate our general considerations with a thoroughly worked out example. …

these instruments in the banking in- dustry which is heavily exposed to credit risk. However, while recent literature mainly …

structure (of interest rates) models. Stock returns and bond yields as well as risk premia are affine functions of the state …

Sovereign risk is defined as a country?s ability-to-pay and willingness-to-pay its debt. This paper examines how …

large risk. Therefore, there is a good potential for Hungarian investors to realize substantial benefits in terms of risk … examining the performance of several ex ante portfolio strategies. In order to control the currency risk, different types of … hedging approaches are implemented. …