Corporate bond returns in the major developed economies increase with risk, as measured by maturity and ratings. From a …

, Pakistan, Indian and Malaysian markets perform better at a given level of risk and return. …This study tries to calculate value at risk at Asian emerging stock markets of daily, weekly and monthly stock returns … by calculating its log returns. This study also ranks equity markets on the basis on Sharpe ratio and risk adjusted …

We discuss the notion of liquidity and liquidity risk within the financial system. We distinguish between three … the root of liquidity risk lies in information asymmetries and the existence of incomplete markets. The role of central … risk. …

This paper evaluates the impact of external financing on market risk for the listed firms in Vietnam's banking industry … changing leverage (in 2011 financial reports, 30% up and 20% down), we recognized that the risk level, measured by equity and … changing leverage in 3 scenarios, we recognized the dispersion of risk level, measured by equity beta var, increases from 0 …

two between-subjects treatments that differed only regarding the risk profile of the risky asset employed. We found no …

In financial economics, numerous theoretical models explain the relationship between investment risk and return in the … obtain the monthly rate of return of stocks in the Tehran Stock Exchange, the monthly rate of return of the market portfolio … and the return on risk-free investment are obtained from April 2008 to March 2013. Finally, it will be shown that the …

A conditional asset pricing model with risk and uncertainty implies that the time-varying exposures of equity … portfolios to the market and uncertainty factors carry positive risk premiums. The empirical results from the size, book …-to-market, and industry portfolios as well as individual stocks indicate that the conditional covariances of equity portfolios …

risk adjusted return portfolios. VaR for these portfolios can then be estimated directly instead of using computer … been that portfolio risk is non linear i.e. you cannot use Linear Programming (LP) to optimize your portfolio. We will in …

This paper determines whether the VaR estimation is influenced by conditional distribution of return rates (normal, t …-student, GED) and attempts to choose the model which best estimates VaR on a selected example. We considered logarithmic return …