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Assessing energy mutual funds : performance, risks, and managerial skills
Malhotra, Davinder Kumar; Nippani, Srinivas - In: International Journal of Financial Studies : open … 12 (2024) 1, pp. 1-18
This study investigates the risk-adjusted performance of energy equity mutual funds across a 23-year period, employing … volatility due to the energy sector's cyclical nature, these funds consistently outperformed benchmarks based on monthly returns … improvements post-vaccination. Utilizing a multi-factor model, the research highlights the interconnectivity of energy equity …
Persistent link: https://www.econbiz.de/10014502364
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The impact of greenhouse gas emission on corporate's tail risk
Aljughaiman, Abdullah A.; Ngan Duong Cao; Albarrak, … - In: Journal of sustainable finance & investment 14 (2024) 1, pp. 68-85
Persistent link: https://www.econbiz.de/10014446820
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Pricing of convertible bond based on GARCH model
Wang, Mengxian; Li, Yuan - In: Quantitative financial risk management, (pp. 77-86). 2011
Persistent link: https://www.econbiz.de/10009301439
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Interest rate sensitivity of US property/liability insurer stock returns
Park, Jin; Choi, B. Paul - In: Managerial finance 37 (2011) 2, pp. 134-150
Persistent link: https://www.econbiz.de/10009007103
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Portfolio optimization in hedge funds by OGARCH and Markov switching model
Luo, Cuicui; Seco, Luis; Wu, Lin-Liang Bill - In: Omega : the international journal of management science 57 (2015), pp. 34-39
Persistent link: https://www.econbiz.de/10011416043
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Time-varying real estate sensitivities of mortgage REITs
Chiu, Banghan; Lee, Ming-te; Lee, Ming-long; Chiang, … - In: Applied economics letters 17 (2010) 16/18, pp. 1633-1640
Persistent link: https://www.econbiz.de/10009232169
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The effect of experience on security analyst underreaction
Mikhail, Michael B.; Walther, Beverly R.; Willis, Richard H. - In: Journal of accounting & economics 35 (2003) 1, pp. 101-116
Persistent link: https://www.econbiz.de/10001746412
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A remark on default risk models
Kusuoka, Shigeo - In: Advances in mathematical economics 1 (1999), pp. 69-82
Persistent link: https://www.econbiz.de/10001565547
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Investment Decisions and Sensitivity Analysis : NPV-Consistency of Rates of Return
Marchioni, Andrea - 2018
Investment decisions may be evaluated via several different metrics/criteria, which are functions of a vector of value drivers. The economic significance and the reliability of a metric depend on its compatibility with the Net Present Value (NPV). Traditionally, a metric is said to be...
Persistent link: https://www.econbiz.de/10012931080
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Performance attribution, time-weighted rate of return, and clean finite change sensitivity index
Magni, Carlo Alberto; Marchioni, Andrea - In: The journal of asset management : a major new, … 23 (2022) 1, pp. 62-72
Persistent link: https://www.econbiz.de/10013170886