Purpose The purpose of this paper is to measure individual investors’ expectations of risk and return and to evaluate … return regarding an index fund and two stocks using survey data on a random sample of individual investors in Sweden. The … survey contains three different return and four different risk expectation measures. To evaluate the different expectation …

/value characteristics (and their return premia) at firm level. Design/methodology/approach – The paper employs a battery of univariate and …

return and risk of personal investment into financial instruments. There are two parts of bachelor: theoretical and … investment return and risk, there was chosen three investments forms: deposits, mutual funds and Lithuanian pension funds of … forms for a statistical resident. The effectiveness of an investment has been evaluated by comparing the investment return …

investment return and measurement of the risk. At the same time the analysis of various author opinions, how useful these models … return of investment depend not only from the economical sectors in which the firm function but and from the distribution of …

type of stocks that are aggressive and defensive. With positive and negative return. The company with aggressive beta shows … that the company tend to face higher risk, as JPFA find itself with positif return 15.47% expected return. And companies … with defensive type of stocks tend to have positive return such as: FISH, STTP, AISA, APLN, and others since they are not …

structures are systematically changed. A constructed rolling window of annual returns reveals that risk and return significantly … increase with the length of maturity. Performance measures, such as return on risk-adjusted capital and the Sharpe ratio, show … Performancemaße Return on Risk Adjusted Capital und Sharpe Ratio zu. Für steigende Renditeniveaus ist die Dominanz langfristiger …

return of the stock market and its conditional variance due to the latency of these conditional moments. We use intra … an input in the second step to estimate the parameters characterizing the risk-return tradeoff via a GMM approach. We …