This paper analyses the risk and return of loans portfolios in a joint setting. I develop a model to obtain the … with a Value at Risk constraint. I also obtain closed form expressions for the interest rates that banks should set in … compensation for borrowers' credit risk under absence of arbitrage opportunities and I use these rates as a benchmark to interpret …

We design a system for risk-analyzing and pricing portfolios of non-performing consumer credit loans. The rapid … of risk transferring. However, the problem is nontrivial technically and related research is absent. We tackle the …

Inflation risk is greatest in times of national or global stress; inflation risk is a form of a “tail risk.” A … traditional portfolio of stocks and bonds is exposed to inflation risk. The specific nature of an investor's liabilities and … a core of commodities and TIPS, funded proportionally from return-seeking and risk-reducing assets; Add inflation …

competitive advantage and on keeping a sustained superior performance. However, the impact of corporate reputation on risk, in …, analyze the effect of corporate reputation on stock return and risk. A model based on firms' financial market data was … concerning firms' abnormal returns and firms' systematic risk. This can be justified because stock prices adjusted instantly to …

Background: In making investment decisions, asset risk and return are two crucial criteria on which investors base … their decision. Objectives: This paper provides risk and return analysis and compares different traditional and alternative … estate, foreign exchange, cryptocurrencies, renewable energy sources, gold, and oil. Methods/Approach: The risk measures of …

This experimental paper investigates the impact of emotions on risk and return estimates of stocks. Participants rate … well-known blue-chip firms on an emotional scale and forecast risk and return of the firms' stock. We find that positive … emotions lead to a prediction of high return and low risk, while negative emotions lead to a prediction of low return and high …