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Life-cycle investing with the profitable dividend yield strategy : simulations and nonparametric analysis

Fong, Wai-mun - In: The journal of investment strategies 6 (2017) 4, pp. 1-19

Persistent link: https://www.econbiz.de/10011771268

Are the profitability and investment factors valid ICAPM risk factors? : pre-1963 evidence

Lin, Qi; Lin, Xi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013186489

Profitability of Portfolio Strategies Based on Analyst Consensus EPS Forecasts

Baule, Rainer - 2020

valuation. In our empirical application, we use 𝑄 to relate analyst forecasts to stock returns and measure the profitability of …

Persistent link: https://www.econbiz.de/10012856424

An approach to capital allocation based on mean conditional value-at-risk

Han, Yuecai; Zhang, Fengtong; Liu, Xinyu - In: Journal of risk : JOR 25 (2023) 6, pp. 53-71

Persistent link: https://www.econbiz.de/10014487234

An approach to capital allocation based on mean conditional value-at-risk

Han, Yuecai; Zhang, Fengtong; Liu, Xinyu - In: Journal of risk 25 (2023) 6, pp. 53-71

Persistent link: https://www.econbiz.de/10014546366

Portfolio performance evaluation in Mean-CVaR framework : a comparison with non-parametric methods value at risk in Mean-VaR analysis

Banihashemi, Shokoofeh; Navidi, Sarah - In: Operations research perspectives 4 (2017), pp. 21-28

As we know, there is a belief in the finance literature that Value at Risk (VaR) and Conditional Value at Risk (CVaR) are new approaches to manage and control the risk. Regard to, value at risk is not a coherent risk measure and it is not sub-additive and convex, so, we have considered...

Persistent link: https://www.econbiz.de/10011822843