irrelevant for stocks with extremely high risk. This study finds that the SAI in India explains the variation in the excess …

attractive attracted under risk conditions. …

attention to the characteristics of the resulting portfolio such as risk-adjusted performance and turnover. We address this … few assets, e.g. 3 stocks, can deliver statistically lower portfolio risk and higher Sharpe ratios in comparison to the … monthly re-balancing frequencies. Our evidence indicates that it is possible to obtain better risk-adjusted performance with …

benchmarks use the lower partial moment as a risk measure. The lower partial moment, however, doesn’t entirely describe the panic …

To explore how portfolio allocations among equities, fixed income securities, and cash are impacted by investors' risk …

To explore how portfolio allocations among equities, fixed income securities, and cash are impacted by investors' risk …

from the past 3 months show positive average monthly returns. However, after adjusting for the risk of these strategies …

different investment horizons on expected returns and risk perception in Indonesia. We used students of Master of Science … long-term risk while overestimating the short-term risk. They also tend to assess lower subjective risk in longer horizon … and are significantly inclined to forecast higher risk-adjusted expected returns in long investment horizon than those in …