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that simple relations held, such that, for example, a 6 months Libor Deposit was replicable with a 3 months Libor Deposits …
Persistent link: https://www.econbiz.de/10011259157
The risk of investment in schooling has largely been ignored. We assess thevariance in the rate of return by surveying … options. choosingparameters on basis of the very limited evidence. The distribution of rates of return appearspositively …
Persistent link: https://www.econbiz.de/10010325203
analyze the return and risk characteristics of the sustainably managed companies that pay particular attention to the … portfolio managers. For the comparative analysis we started from the study of descriptive characteristics of return and risk of … investigate the characteristics of return and risk of the assets of the sustainably managed companies that could attract active …
Persistent link: https://www.econbiz.de/10012017084
) return premium commensurate with the competitive risk incurred. We examine whether such a Hou-Robinson premium exists in the … supports the dual nature of competition in the US grocery sector.Furthermore, when we compare the risk-adjusted average return …
Persistent link: https://www.econbiz.de/10014619501
Corporate bond returns in the major developed economies increase with risk, as measured by maturity and ratings. From a pricing perspective, we find little to no evidence against the World CAPM model, where the market consists out of equity, sovereign and corporate bonds. However, from a factor...
Persistent link: https://www.econbiz.de/10012422114
another. Sometimes, earning a substantial return in the stock market seems complicated to implement for an individual investor … model helps find one or several stocks that generate the highest return on a separate step. Applying this model, experiments … returns in these markets has been noticed. In the German market, during the 97-day period, the authors obtained a 1.46 return …
Persistent link: https://www.econbiz.de/10013201334
behaviour, aiming at investigating the impact of bank equity on the risk and return of Vietnamese commercial banks during the …
Persistent link: https://www.econbiz.de/10012611114
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