, total risk, coefficient of variation, systematic risk, and the techniques of Treynor, and Sharpe. Four mutual funds achieved … lower return than the General Index of the Athens Stock Exchange (ASE). All sixteen mutual funds showed lower total risk …, and risk‐return coefficient than the General Index of the ASE. In all mutual funds the beta coefficient was statistically …

varies with selected measures of bank risk reflecting aspects of credit risk, liquidity risk, and insolvency risk. We use a … translog – to assess the tradeoff between precision and parsimony. We find that profit efficiency is sensitive to credit risk … and insolvency risk but not to liquidity risk or to the mix of loan products.  …

This paper examines managerial attitudes to risk in the UK to see whether managers are apparently “irrational” and … findings reported here are based on a large postal questionnaire survey of UK managers in different functional areas. The … results suggest that managers exhibit many of the biases that have been documented for executives in other countries. A focus …

the risk of an actively managed portfolio is problematic due to the fact that managers may change fund risk conditional on …In this study, a formula is derived for the period specific beta (market risk) for a portfolio of financial assets that … empirical issues. This study is also of practical interest from the perspective of risk management and for both portfolio …

supportive of a strong relationship between cross‐sectional covariances and subsequent volatility, suggesting that systemic risk …

Purpose – This paper aims to analyze the impact of busy directors on bank risk. Busy directors are directors with …‐busy boards of directors. Second, multivariate regression analysis is used with two measures of bank risk as the dependent … variable to see whether busy directors impact bank risk, while controlling for other factors that may influence risk. Findings …

findings are consistent with the idea that the same underlying risk factor generating the value premium also generates the … cross‐sectional variation in accrual quality responsible for the accrual quality premium. From the corporate managers …

Considers the factors affecting chief officers’ (CEOs’) compensation risk and control, develops hypotheses on the …. Describes the characteristics of the sample and confirms that the relationship between compensation risk and CEO control … compensation risk by including golden parachutes in their contracts even though this may cause negative returns for shareholders.  …

results which suggest that prepayment risk dominates default risk in all except very low growth housing markets. Adds that … markets (due to decline in prepayment risk), but have little impact on high growth/high volatility markets (because they are … managers.  …

yield curve as a basis for developing a model which decomposes the risk premium into long‐term risk, two factors influencing …