-established determinants of returns from the real world also affect asset prices in this market, despite the absence of systematic risk. The …

In this study, we contribute to existing literature on momentum strategies by assessing a modified version of risk … conventional risk-return ratios such as the Sharpe ratio, we also employ the use of risk-return ratio based ranking criterion first … however, we invert the ordinal ranking of negative risk-return ratios to be consistent with the interpretation of negative …

exists differ substantially. This article compares risk and returns for regular and lump-sum investors for all possible … risk of negative returns disappears for horizons that are six years shorter. Increasing contributions deteriorate risk and …

In this study, we contribute to existing literature on momentum strategies by assessing a modified version of risk … conventional risk-return ratios such as the Sharpe ratio, we also employ the use of risk-return ratio based ranking criterion first … however, we invert the ordinal ranking of negative risk-return ratios to be consistent with the interpretation of negative …

-sectional components in BAC outperform on a risk-adjusted basis. However, this effect arises purely from the positive association between …

phenomenon to funding liquidity risk. We demonstrate that price pressure driven by demand for lottery-like stocks plays a … for lottery demand, the betting against beta phenomenon disappears, while other firm characteristics, measures of risk …

The aim of this work is to analyze the so-called "Low Risk Effect" and the evolution of the risk-reward relationship in … positive relationship between risk and reward in asset allocation, but are we sure that this theoretical paradigm is able to … Black 1972, we analyzed in deep the so-called "Low Risk Effect" and the debate between leverage constraints and behavioural …