is used to derive expected payments, dependent on idiosyncratic risk and unrelated to interest rates. The expectations … are used to define a measure of price sensitivity to credit risk perceptions, or credit duration, improving the ambiguity …

financial crisis. We argue that an investment in Asian private debt improves risk-adjusted returns for a global fixed income and …

related to volatility (as measured by ΔVIX) and to credit risk (ΔTED spread) but are not influenced by market liquidity …

in risk profiles of venture capital (VC) projects for three development stages defined by post IPO profit milestones. Our …

-factor framework. IPOs do not underperform in the aftermarket on a risk-adjusted basis and do not underperform a matched sample of non … outperform on a risk-adjusted basis, during 1998-2005. We find that outperformance in the later period is driven by large firms …

hedge fund performance based on risk adjusted returns. Using data from 3,571 hedge funds over a 15 year period, we find that … risk adjusted returns should not focus on hurdle rates …

Retail Forex as an online CFD market is generally known as a high risk area for traders. This study is focused on …, and Control, plus Market risks. Value at Risk and Moving Standardizations are applied due to market risk and risk of loss … indicating that Market Risk is the main risk in Retail Forex, while market risk is mostly depended to market volatilities. Also …

For years, research has been conducted to correctly model and predict the risk and return structures of Private Equity … (PE) funds. Although past research has revealed valuable insight into the features of those funds, most risk and return … this paper is to develop a methodology to correctly determine the risk and return profiles of Private Equity funds given …

peer-to-peer crowdlending to businesses provides investors with returns consistent with the level of risk borne. By …