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VaR model for managing market risk of portfolio
Pribadi, Firman; Surwanti, Arni; Shih, Wen-Chung - In: Macroeconomic risk and growth in the Southeast Asian …, (pp. 165-172). 2023
Persistent link: https://www.econbiz.de/10014462381
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Risk and investment decisions in stock markets : evidence from four Asian countries
Raza, Syed Ali; Jawaid, Syed Tehseen; Hussain, Adeel - In: International journal of managerial and financial accounting 6 (2014) 3, pp. 227-250
Persistent link: https://www.econbiz.de/10010483045
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The impact of investment horizon on the return and risk of investments in securities in Lithuania
Urbšienė, Laimutė; Bugajevas, Andrius; Pipiras, Marekas - In: Organizations and markets in emerging economies 7 (2016) 2, pp. 88-111
The paper focuses on the impact of time horizon on risk and return, which usually is the object of discussions about … “stock versus bond”. The aim of this paper is to investigate the transformation of risk and return when increasing the … were more attractive than in bonds: the risk of shares fell to the risk of bonds, but at the same time, the return of …
Persistent link: https://www.econbiz.de/10012195112
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The current trends and overview for portfolio management
Chang, Victor; Ni, Lihao; Zhang, Jingqi; Li, Taiyu - In: International journal of business and systems research … 14 (2020) 4, pp. 434-454
Persistent link: https://www.econbiz.de/10012506091
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Risk finance and asset pricing : value, measurements, and markets
Tapiero, Charles S. - 2010
quantitative foundations of financial and risk engineering and its many applications to asset pricing and risk management. Covering …
Persistent link: https://www.econbiz.de/10008808538
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Is there a low-risk anomaly across countries?
Zaremba, Adam - In: Eurasian economic review : a journal in applied … 6 (2016) 1, pp. 45-65
Persistent link: https://www.econbiz.de/10011441281
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How Asset Irreversibility Influences the Investment-Uncertainty Relationship
Schauer (neé Klepsch), Catharina - 2016
This paper examines how industry-specific uncertainty affects firms' investments for varying degrees of asset irreversibility (i.e. the wedge between purchase price and liquidation value of an asset). To identify more or less irreversible capital goods, we exploit unique survey data on German...
Persistent link: https://www.econbiz.de/10012985786
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Construction, Systematic Risk, and Stock-Level Investment Anomalies
Aretz, Kevin; Kagkadis, Anastasios - 2021
We offer evidence that the tendency of high real-investment stocks to underperform others is driven by firms physically constructing new capacity. The conditioning ability of construction work does not come from differences in investment intensity, financing sources, or profitability. Yet, it...
Persistent link: https://www.econbiz.de/10013239312
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Smart Beta investing : an alternative investment paradigm in emerging Indian equity market
Monga, Reema; Aggrawal, Deepti; Singh, Jagvinder - In: Organizations and markets in emerging economies 13 (2022) 1/25, pp. 209-237
findings show that smart beta investing results in a better risk-return profile on an absolute and risk-adjusted basis …
Persistent link: https://www.econbiz.de/10013279453
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How people apply mental accounting philosophy to investment risk?
Mascareñas Pérez-Íñigo, Juan; Yan, Fangyuan - In: International journal of economics and financial issues … 7 (2017) 3, pp. 145-151
Persistent link: https://www.econbiz.de/10011811065