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 …

held alongside the S&P 500, even a small allocation to Bitcoin substantially increases portfolio downside risk. Our …

The paper examines the return pattern of the Indian stock market and proposes a model for long term investors by … maximizing and minimizing the risk. The rolling compounded annual growth rate (CAGR) of the flagship S&P BSE SENSEX index as well … close to zero. Long term investors with a perspective of more than 10 years can significantly enhance their return by …

risk of a sector that is caused not by a direct change in that sector but by a change in another sector that affects the … composition of the stock market. In the paper we investigate the pre and during crisis market risk of the industrial, banking and … market risk of industrials during the crisis and both the pre-crisis market risk of the banking sector and the scale of the …

We study the relationship between stock market return expectations and risk aversion of individuals and test whether … stock market return expectations as well as a significant and negative effect from risk aversion separately. However, once … Dutch National Bank Household Survey, we find that risk aversion levels have significant and negative effects on stock …

risk on stocks. The analysis technique used is multiple linear regression. The results showed that the financial … performance did not significantly affect the systematic risk of the company's stock …

In investment, particularly in the portfolio management, the risk and returns are two crucial measures in making … associated risk of shares, and of the portfolio of the shares. The illustrations of tables and figures can significantly … contribute to the understanding of a reader in relation to portfolio management of risk and returns. The illustrative table and …

) model is preferred given the dynamic nature of the magnitude of the geopolitical risk effect and oil-stock return …Geopolitical events are widely reported in the press and may influence the risk premium demanded by investors in … addition to demand and supply of energy resources. Using the daily geopolitical risk index of Caldara and Iacoviello (2018), we …