exists differ substantially. This article compares risk and returns for regular and lump-sum investors for all possible … risk of negative returns disappears for horizons that are six years shorter. Increasing contributions deteriorate risk and …

This paper focuses on the horse race of weekly idiosyncratic momentum (IMOM) with respect to various idiosyncratic risk … idiosyncratic risk metrics. Further, we perform a comparative study on the performance of the IMOM portfolios with respect to … various risk metrics. At last, we explore the possible explanations to the IMOM as well as risk-based IMOM portfolios. We find …

and inflation, but fewer know about risk diversification. We provide evidence of a statistically significant positive …

yield better risk-adjusted returns to the broad equity markets, broad bond markets, and broad returns of hedge funds. In … fact, the portfolios we analyzed delivered significantly higher risk adjusted returns across multiple market cycles …

I find that the index of geopolitical risk (GPR) is significantly associated with both the extensive and intensive …

Investment in the financial markets is guided by the trade-off between expected returns and risk appetite of the … investor. Higher risks could possibly result in higher expected return on the upside risk but the possibility of massive … downside risk of loss must never escape the investor. The dynamic market condition should shape an investor's macro …

In this study, we contribute to existing literature on momentum strategies by assessing a modified version of risk … conventional risk-return ratios such as the Sharpe ratio, we also employ the use of risk-return ratio based ranking criterion first … however, we invert the ordinal ranking of negative risk-return ratios to be consistent with the interpretation of negative …

In this study, we contribute to existing literature on momentum strategies by assessing a modified version of risk … conventional risk-return ratios such as the Sharpe ratio, we also employ the use of risk-return ratio based ranking criterion first … however, we invert the ordinal ranking of negative risk-return ratios to be consistent with the interpretation of negative …

income risk and/or borrowing constraints, limited stock market participation, heterogeneous labor income volatilities, and …