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Type of traders' effect on risk and return : the case of Egyptian stock exchange
Dawood, Aly Saad Mohamed; El-Giziry, Khairy - In: International journal of economics and finance 8 (2016) 2, pp. 256-268
Persistent link: https://www.econbiz.de/10011446687
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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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Is there a risk and return relation?
Fifield, S. G. M.; McMillan, David G.; McMillan, Fiona J. - In: The European journal of finance 26 (2020) 11, pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
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A study on risk return relationship of Indian equity markets
Thappa, Sankar - In: Advances in Management Research : Emerging Challenges …, (pp. 237-242). 2022
Persistent link: https://www.econbiz.de/10014434886
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Risk bearing ability of investors in Indian stock market
Valliappan, M. - In: International journal of economic research 12 (2015) 2, pp. 287-293
Persistent link: https://www.econbiz.de/10011419781
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Performance of Chilean pension funds investments abroad 2010 - 2014
Balbontín, Renato; Blanch, Rodrigo - In: The international journal of business and finance … 10 (2016) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10011383679
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Higher moments, extreme returns, and cross-section of cryptocurrency returns
Jia, Yuecheng; Liu, Yuzheng; Yan, Shu - In: Finance research letters 39 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012804999
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Equity markets risks and returns : implications for global portfolio capital flows during pandemic and crisis periods
Dziuba, Pavlo; Pryiatelchuk, Olena; Rusak, Denys - In: Baltic Journal of Economic Studies 7 (2021) 3, pp. 97-108
Persistent link: https://www.econbiz.de/10012616041
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Do stock splits matter for returns, volatility, and liquidity? : new evidence from Borsa Istanbul
Gumus, Nihat; Gumus, Ayse Caglayan - 2021
Persistent link: https://www.econbiz.de/10012619888
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Does change in economic policy uncertainty affect real estate investment trusts (REITs)?
Sadhwani, Ranjeeta; Rajput, Suresh Kumar Oad; Ali-Rind, Asad - In: Annals of financial economics 14 (2019) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10012226593