the answer is: (1) The random target strategy outperforms the fixed target strategy if the portfolio return and the random … target strategy if the portfolio return and the random target are not positively correlated and riskless investing is allowed …

Value at risk (VaR) has become a standard measure of portfolio risk over the last decade. It even became one of the … increase risk. This finding is of relevance not only for investors, but even more so for bank regulation authorities. …

Bewertungskonflikte wahrgenommen werden. Für die Forstpolitik leistet das ÖSL-Konzept einen bedeutsamen Beitrag, so hilft es, die Bezüge …

We study the economic sources of stock-bond return comovement and its time variation using a dynamic factor model. We … such as interest rates, (expected) inflation, output growth and dividend payouts. We also view risk aversion, and … dynamics of stock-bond return correlations poorly. Alternative factors, such as liquidity proxies, help explain the residual …

In this article, we investigate risk return characteristics and diversification benefits when private equity is used as …. There is a high marginal diversifiable risk reduction of about 80% when the portfolio size is increased to include 15 … investments. When the portfolio size is increased from 15 to 200 there are few marginal risk diversification effects on the one …

The risk of investment in schooling has largely been ignored. We assess thevariance in the rate of return by surveying … options. choosingparameters on basis of the very limited evidence. The distribution of rates of return appearspositively … skewed. Our best guess of ex ante risk in university education is a coefficient ofvariation of about 0.3, comparable to that …

analyze the return and risk characteristics of the sustainably managed companies that pay particular attention to the … portfolio managers. For the comparative analysis we started from the study of descriptive characteristics of return and risk of … investigate the characteristics of return and risk of the assets of the sustainably managed companies that could attract active …

longitudinal relationships between risk and return provided broad support for the presence of Bowman's paradox in diverse country …

structures are systematically changed. A constructed rolling window of annual returns reveals that risk and return significantly … increase with the length of maturity. Performance measures, such as return on risk-adjusted capital and the Sharpe ratio, show … Performancemaße Return on Risk Adjusted Capital und Sharpe Ratio zu. Für steigende Renditeniveaus ist die Dominanz langfristiger …