Corporate bond returns in the major developed economies increase with risk, as measured by maturity and ratings. From a …

Corporate bond returns in the major developed economies increase with risk, as measured by maturity and ratings. From a …

possibility of risky assets diversification to obtain the optimal return/risk ratio. Consequently, this paper aims to examine the … uncertainty. It is difficult to find a field where the decision making process is risk-free. This statement is especially true in … case of financial investments according to which risk taking is rewarded. But it is also true that the financial market …

inclusion of even a small proportion of Bitcoins, say 3%, may dramatically improve the risk-return trade-off of welldiversified … the standpoint of a U.S. investor with a diversified portfolio including both traditional assets (worldwide stocks, bonds … distinctive features, including exceptionally high average return and volatility. Its correlation with other assets is remarkably …

This paper finds that the market betas of value and small stocks have decreased by about 75% in the second half of the …

We discuss the notion of liquidity and liquidity risk within the financial system. We distinguish between three … the root of liquidity risk lies in information asymmetries and the existence of incomplete markets. The role of central … risk. …

This paper evaluates the impact of external financing on market risk for the listed firms in Vietnam's banking industry … changing leverage (in 2011 financial reports, 30% up and 20% down), we recognized that the risk level, measured by equity and … changing leverage in 3 scenarios, we recognized the dispersion of risk level, measured by equity beta var, increases from 0 …

two between-subjects treatments that differed only regarding the risk profile of the risky asset employed. We found no …

A conditional asset pricing model with risk and uncertainty implies that the time-varying exposures of equity … portfolios to the market and uncertainty factors carry positive risk premiums. The empirical results from the size, book …-to-market, and industry portfolios as well as individual stocks indicate that the conditional covariances of equity portfolios …