valuation of disaster risk. Focusing on media discourse addresses the challenge of sample size even when major disasters are …

remain invested in momentum even when the crash risk is known to be high when (1) he competes for funds from return …We combine self-collected historical data from 1867 to 1907 with CRSP data from 1926 to 2012, to examine the risk and … return over the past 140 years of one of the most popular mechanical trading strategies — momentum. We find that momentum has …

the notion that T-bills and other cash proxies, such as money market funds and bank deposits, are the lowest-risk assets …

Deciding what amount of risk one can take while remaining comfortable with the investments is very important. Risk is … the chance that an investment's actual return will be different than expected. This research is unique in that it … investigates the changing risk perception of women investors. Such a study in Indian context is very limited. Researcher identified …

First externalities risk due to the size of the companies or the principle that large companies are also at risk of … for savers and investors are taken. If we accept-so conservatively that the risk exposure of a company is limited by its … risk foreseeable losses with positive externalities, then, what can happen with negative derivatives risk capital …

self-directed online investors at a UK bank. The survey asks for return expectations, risk expectations, and risk tolerance …. The exception is a positive effect of increases in return expectation on buying activity. Portfolio risk levels and … changes are more systematically related to return and risk expectations. In line with financial theory, risk taking increases …

-varying risk premium but supports mispricing. In particular, the mispricing prevails across markets …

We explore the relevance of GARCH models in explaining stock return dynamics and volatility on the Vietnamese stock … symmetric. The standard GARCH(0,1) model provides the best description of return dynamics. The results of GARCH-M do not show … any relation between expected returns and expected risk. There exists only Bull effect, one characteristic of the emerging …