level of risk. The performance of pension funds is often measured by their global asset returns because of the latter … risk level given their social security (and not speculative) function. We describe the process of the global asset return … carried out to balance the asset composition when the established local degree of risk is exceeded. The application is carried …

insensitive to divestment strategies, their risk profile is proportionally (to their carbon intensity) affected by divestment …

Asset allocation strategies which utilize stop-loss and stop-gain rules may dramatically decrease risk and even …

Academic criticism of classic Capital Asset Pricing Model (CAPM) performance measures is not new. In particular, a … involves taking on some implicit short options risk.This article will briefly touch on the problems with using traditional …

This study evaluates the sensitivity and robustness of the systemic risk measure, Conditional Value-at-Risk (CoVaR … the vine copula and APARCH-DCC in assessing portfolio systemic risk. This advanced approach provides nuanced insights into … strengthening risk management practices. Future research could explore the sensitivity of the CoVaR to diferent weighting schemes …

In investment, particularly in the portfolio management, the risk and returns are two crucial measures in making … associated risk of shares, and of the portfolio of the shares. The illustrations of tables and figures can significantly … contribute to the understanding of a reader in relation to portfolio management of risk and returns. The illustrative table and …

risk on stocks. The analysis technique used is multiple linear regression. The results showed that the financial … performance did not significantly affect the systematic risk of the company's stock …