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Decomposition of risk for small size and low book-to-market stocks

Kale, Arati; Kale, Devendra; Villupuram, Sriram - In: The journal of asset management : a major new, … 25 (2024) 1, pp. 96-112

Persistent link: https://www.econbiz.de/10014511607

High and low credit risk in SME portfolios : evidence from regulatory risk grade dissemination

Nokkala, Jan - In: International journal of business and economic sciences … 15 (2022) 2, pp. 25-34

Purpose: SME sector credit risk has received attention in research from several dimensions of the financial system. SME … current research on the area, we approach SME risk from perspective of FIs own risk assessments and compare it to how SME risk … the investment grade. SME risk is further raised as even within speculative grades SME's receives higher default estimates …

Persistent link: https://www.econbiz.de/10013489519

Post-retirement labor and non-retirement risky asset allocation

Curnutt, Gary; Sun, Qi; Guillemette, Michael - In: The journal of retirement : JOR 9 (2021) 1, pp. 112-123

Persistent link: https://www.econbiz.de/10012613681

Managing portfolio volatility

Stamos, Michael Zisis; Zimmerer, Thomas - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 99-109

Persistent link: https://www.econbiz.de/10012486045

Hedge fund performance using scaled Sharpe and Treynor measures

Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 6, pp. 1261-1300

Persistent link: https://www.econbiz.de/10011279837

Hedge fund performance evaluation using the Sharpe and Omega ratios

Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 3, pp. 485-512

Persistent link: https://www.econbiz.de/10010370229

A general framework for the identification and categorization of risk : an application to the context of financial markets

Bender, Micha; Panz, Sven - In: Journal of risk 23 (2021) 4, pp. 21-49

Persistent link: https://www.econbiz.de/10012593434

How should the cost of joint risk capital be allocated for performance measurement?

Homburg, Carsten; Scherpereel, Peter - In: European journal of operational research : EJOR 187 (2008) 1, pp. 208-227

Persistent link: https://www.econbiz.de/10003769183

Risk measures in finance : congruent or contrasting?

Lalwani, Vaibhav; Bedi, Prateek; Shankar, Devesh - In: Business analyst : a refereed journal of Shri Ram … 39 (2018) 1, pp. 165-180

Persistent link: https://www.econbiz.de/10012391033

A model-free identification of relative risk

Kuzmina, Olga - In: Economics letters 190 (2020), pp. 1-3

Persistent link: https://www.econbiz.de/10012228132

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