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Does prospect theory explain Bowman's paradox in Asian emerging markets?
Khan, Asad; Khan, Muhammad Ibrahim; Ur Rehman, Zia; … - In: Managerial finance 48 (2022) 7, pp. 1029-1046
Persistent link: https://www.econbiz.de/10013353189
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Zur Mindestquote der Lebensversicherer im Bereich der 2. Säule
Schmeiser, Hato - Universität St. Gallen / Institut für … - 2015
Das vorliegende Buch, angefertigt im Auftrag des Eidgenössischen Finanzdepartements EFD orientiert sich am - zur Zeit der Erstellung des Beitrags - aktuellen Stand der Diskussion zur Reform der Altersvorsorge in der Schweiz und nimmt dabei Bezug auf den Entwurf des Bundesgesetzes über die...
Persistent link: https://www.econbiz.de/10011578938
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ESG management and credit risk premia: evidence from credit default swaps for Japan's major companies
Inaba, Kei-Ichiro; Hatakeyama, Yuji - 2022
Persistent link: https://www.econbiz.de/10013368801
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The climate risk premium
Lemoine, Derek - 2015
Persistent link: https://www.econbiz.de/10010527049
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What drives the value premium? : risk versus mispricing ; evidence from international markets
Chaves, Denis B.; Hsu, Jason C.; Kalesnik, Vitali; … - In: Journal of investment management : JOIM 11 (2013) 4, pp. 22-39
Persistent link: https://www.econbiz.de/10010357098
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Alternative measures for modeling risk and expected utility theory : (risk adjustment, measurement and attitude)
Seber, Akin - In: International journal of economics and finance 6 (2014) 9, pp. 151-157
Persistent link: https://www.econbiz.de/10010417168
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An analysis of the relationship between risk and expected return in the BRVM stock exchange : test of the CAPM
Pamane, Kolani; Vikpossi, Anani Ekoue - In: Research in world economy 5 (2014) 1, pp. 13-28
Persistent link: https://www.econbiz.de/10010461988
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Do market prices aggregate information about macroeconomic uncertainty (or risk)?
Cover, James Peery; Lee, Hye-Jin - In: Applied economics 47 (2015) 40/42, pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329
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Risk-adjusted time series momentum
Dudler, Martin; Gmür, Bruno; Malamud, Semyon - 2014
We introduce a new class of momentum strategies, the risk-adjusted time series momentum (RAMOM) strategies, which are … how these volatility measures can be used for risk management. We find that momentum risk management significantly … increases Sharpe ratios, but at the same time may lead to more pronounced negative skewness and tail risk. Furthermore, momentum …
Persistent link: https://www.econbiz.de/10011293745
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The climate risk premium : how uncertainty affects the social cost of carbon
Lemoine, Derek - In: Journal of the Association of Environmental and … 8 (2021) 1, pp. 27-57
Persistent link: https://www.econbiz.de/10012610550