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 …

assessing risk, problems arising from different perceptions of risk, and solutions aimed at countering problems of risk … risks, well known risk theories such as cultural theory, risk society theory and governmentality theory. In addressing the … reasonably without the consequential effects which result from the dual nature of risk, that is, risks emanating from the …

location decisions. We show that the impact of remittances on the risk faced by the migrant is more complex than usually … acknowledged. On the one hand, their effect on aggregate risk is non-monotonic. On the other hand, their impact on the geographical … location of risk might be counter-intuitive, as remittances increase the migrant’s exposure to risk in the origin country. Also …