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 …

In this article, we investigate risk return characteristics and diversification benefits when private equity is used as …

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 …

longitudinal relationships between risk and return provided broad support for the presence of Bowman's paradox in diverse country …

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 …