Corporate bond returns in the major developed economies increase with risk, as measured by maturity and ratings. From a …

, maximum drawdowns (MDD), and correlation analysis to determine risk and return characteristics of the two instruments. The … study finds that T'bills compared to stocks shows higher returns yet lower risk, thereby indicating an inverted yield curve … period. The study reveals the presence of aggregation bias as stock and T'bill risk and return characteristics of two …

to explain cryptocurrency risk and return. …

Asset allocation strategies which utilize stop-loss and stop-gain rules may dramatically decrease risk and even … increase long-term return relative to passive investing. I introduce an asset allocation strategy which shifts portfolio …-2012 produces an annual geometric return of 8.45% vs. 7.50% for the underlying S&P 500 Index fund, with 50% less volatility (9 …

-based tests suffer from low power and lead to biased estimates of the risk-return tradeoff when stocks are an imperfect market …The ICAPM implies that the market's conditional expected return is proportional to its conditional variance and that … the reward-to-risk ratio equals the representative investor's coefficient of relative risk aversion. Prior studies examine …

This paper studies the long-run risk embedded in the news about future investment-specific technology (IST). The IST …-run consumption risk hypothesis, we find that the IST news shock carries a significantly positive risk premium in the cross section of …

In investment, particularly in the portfolio management, the risk and returns are two crucial measures in making … associated risk of shares, and of the portfolio of the shares. The illustrations of tables and figures can significantly … contribute to the understanding of a reader in relation to portfolio management of risk and returns. The illustrative table and …