We obtain new methodological and empirical perspectives on the fundamental risk-return tradeoff in stock returns by … findings, these constraints result in a nonlinear model implying a bounded and positive risk-return relationship. Our empirical … results show that the positive risk-return relation in the U.S. data is statistically significant over the mean return …

We estimate and test long-run risk models using international macroeconomic and financial data. The benchmark model …

the impact of uncertainty risk on oil prices. Economic policy uncertainty and geopolitical risk were used as proxy … variables for economic and political uncertainty risk. The study results indicate that oil price is driven jointly by two … uncertain risk factors, where the impact of economic policy uncertainty is significantly greater than that of geopolitical risks …

generation, portfolio construction, and risk management, thus having fundamental implications for investment results. Our paper …