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Volatility-adjusted 60/40 versus 100 : new risk investing paradigm

Liew, Jim Kyung-Soo; Ajakh, Ahmad - In: Journal of risk and financial management : JRFM 13 (2020) 9/190, pp. 1-6

investments, we document an outperformance of 100 to 200 bps per year, even after we account for the leverage costs of 100 bps. We … believe our work will open up a new risk investing paradigm for those seeking long-term advantages. …

Persistent link: https://www.econbiz.de/10012386869

Responsibility centers, decision rights, and synergies

Baldenius, Tim; Michaeli, Beatrice - In: The accounting review : a publication of the American … 95 (2020) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10012257820

Duration risk : do you know your numbers?

Kelley, Ann Galligan - In: Review of business & finance studies : RBFS 8 (2017) 1, pp. 57-66

Persistent link: https://www.econbiz.de/10011698068

Stochastic dominance and the omega ratio

Fong, Wai-mun - In: Finance research letters 17 (2016), pp. 7-9

Persistent link: https://www.econbiz.de/10011596196

Unlocking the value of real options : how firm-specific learning conditions affect R&D investments under uncertainty

Ross, Jan-Michael; Fisch, Jan Hendrik; Varga, Emanuel - In: Strategic entrepreneurship journal : SEJ 12 (2018) 3, pp. 335-353

Persistent link: https://www.econbiz.de/10011973439

Integrated ownership and managerial incentives with endogenous project risk

Baldenius, Tim; Michaeli, Beatrice - In: Review of accounting studies 24 (2019) 4, pp. 1450-1485

Persistent link: https://www.econbiz.de/10012135818

Global risk and demand for gold by central banks

Gopalakrishnan, Balagopal; Mohapatra, Sanket - In: Applied economics letters 25 (2018) 12, pp. 835-839

Persistent link: https://www.econbiz.de/10012130448

Using Catastrophe-Linked Securities to Diversify Insurance Risk: a Financial Analysis of Cat Bonds.

Louberge, H.; Kellezi, E.; Gilli, M. - Institut d'Economie et Econométrie, Université de Genève - 1999

designed to spread the excess risk more widely among international investors (risk securitization). The paper reviews these … developments and stresses their significance with respect to the economic theory of risk exchanges. Special attention is devoted to …

Persistent link: https://www.econbiz.de/10010925504

ИНВЕСТИРОВАНИЕ В НЕСТАБИЛЬНОЙ ЭКОНОМИЧЕСКОЙ СИСТЕМЕ

ПОБЕГАЙЛОВ О.А. - In: TERRA ECONOMICUS 10 (2012) 3, pp. 35-38

Неопределенность лежит в основе экономических явлений. Риск влияет на разработку любого управленческого решения. Использование вероятностных методов требует...

Persistent link: https://www.econbiz.de/10011217445

К ВОПРОСУ О ПРИМЕНЕНИИ ТЕОРИИ РЕАЛЬНЫХ ОПЦИОНОВ В ОЦЕНКЕ И УПРАВЛЕНИИ ИНВЕСТИЦИОННЫМИ ПРОЕКТАМИ

АЛЕКСАНДРОВИЧ, БАЕВ ЛЕОНИД; … - In: Вестник Южно-Уральского … (2010) 3, pp. 42-47

Статья посвящена возможностям и проблемам применения теории реальных опционов в оценке и управлении инвестиционными проектами. Выполнен сравнительный анализ...

Persistent link: https://www.econbiz.de/10011247214