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Reputation, return and risk : a new approach
Febra, Lígia; Costa, Magali; Pereira, Fábio - In: European research on management and business economics 29 (2023) 1, pp. 1-8
Corporate reputation has deserved attention in recent years from firms and researchers given its impact on creating a … 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 …
Persistent link: https://www.econbiz.de/10014295000
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The Risks of Risk Parity
Institute, Brandes - 2015
Risk parity is an asset allocation strategy designed so each asset class contributes equally to overall portfolio risk (as measured by volatility). While risk parity offers potential advantages, its success hinges on key assumptions and a favorable environment for bonds. Like the traditional...
Persistent link: https://www.econbiz.de/10013015173
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How to Stress Test Benchmark Relative Portfolios
Satchkov, Daniel - 2015
As stress testing becomes more and more widespread as a risk measurement tool of choice, new questions are formulated about its applications to portfolio management. One of the most important ones for fund managers is: ‘How do we analyze results of stress tests for benchmarked portfolios?' We...
Persistent link: https://www.econbiz.de/10013027811
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A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios
Alekseev, Georgij; Giglio, Stefano; Maingi, Quinn; … - National Bureau of Economic Research - 2022
We propose a new methodology to build portfolios that hedge the economic and financial risks from climate change. Our quantity-based approach exploits information on how mutual fund managers trade in response to idiosyncratic changes in their climate risk beliefs. We exploit two types of...
Persistent link: https://www.econbiz.de/10013477195
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Modeling and measuring reputation risk and spillover effects
Eckert, Christian - 2016
Persistent link: https://www.econbiz.de/10011577063
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Portfolio Breadth, Composition and the Investor's Reputational Risk
Versaevel, Maurice - 2017
misbehaviour may spill over and damage the investor's reputation. In this paper, we explore the consequences this phenomenon might …
Persistent link: https://www.econbiz.de/10012966772
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The Investment Manifesto
Lin, Xiaoji - 2012
A deep-ingrained doctrine in asset pricing says that if an empirical characteristic-return relation is consistent with investor “rationality,” the relation must be “explained” by a risk (factor) model. The investment approach questions the doctrine. Factors formed on characteristics are...
Persistent link: https://www.econbiz.de/10013096092
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The Investment Manifesto
Lin, Xiaoji - 2012
A deep-ingrained doctrine in asset pricing says that if an empirical characteristic-return relation is consistent with investor “rationality,” the relation must be “explained” by a risk (factor) model. The investment approach questions the doctrine. Factors formed on characteristics are...
Persistent link: https://www.econbiz.de/10013110170
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Portfolio management and performance of deposit money banks (DMBs) in Nigeria : 1990-2020
Fajinmi, Christiana; Onwuka, Ifeanyi Onuka; Ayeni, Emmanuel - In: Research in globalization 7 (2023), pp. 1-8
There have been a renewed focus on portfolio management of deposit money banks since the global financial crisis of 2007-09. This renewed focus is based on the understanding that an efficient portfolio management reduces risks and loss associated with uncertainty of investment returns which may...
Persistent link: https://www.econbiz.de/10014518388
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When and how is voluntary disclosure quality reflected in equity prices?
Eugster, Florian; Wagner, Alexander F. - 2011
This paper investigates the extent to which voluntary disclosure quality (VDQ) of firms is reflected in equity prices. As a novel contribution, we explore the idea that the speed with which equity prices reflect any benefits or costs of VDQ varies across firms. We find that in environments where...
Persistent link: https://www.econbiz.de/10009295768