The case study on Harley Davidson Inc. is a comprehensive case analysis of the impact of accrual accounting on the risk …

and loan intensity leads to a higher level of total factor productivity, technological change and efficiency, while risk …

French (FF) factor model with a special focus on the time variation in risk and correlation between stocks returns and …

This paper investigates the seasonal characteristics of exchange traded funds (ETFs) return, risk, tracking error and …-strong seasonality effect on ETFs' risk exists in November and that ETFs achieve their best index replication in this month. The … combination of substantial average performance and low average risk and tracking error signals an opportunity for investors to …

examine the risk characteristics of the momentum returns. The risk-adjusted excess return (or alpha) for momentum portfolio …

directly to the consumer. Knowledge of diversity and specificity of their risk and individualization of possible areas requires …

on more variables or risk factors). The method was invented by American scientists in 1940 when it was used to simulate … reproduce the real random variable. Monte Carlo simulation is one of the best methods of risk analysis. …

The purpose of this study is to identify and analyse the crediting risk of Banca Transilvania SA, on the period of time … were created conditions for the backing of the existing credits, in view of decreasing the credit risk and maintaining a …