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Default risk and cross section of returns

Cakici, Nusret; Chatterjee, Sris; Chen, Ren-Raw - In: Journal of risk and financial management : JRFM 12 (2019) 2/95, pp. 1-15

firms and concludes that both the size and book-to-market effects are related to default risk. For example, small firms earn … higher return than big firms only if they have higher default risk and value stocks earn higher returns than growth stocks if … their default risk is high. In this paper we use a more advanced compound option pricing model for the computation of …

Persistent link: https://www.econbiz.de/10012022028

Investment strategy in Brazil's financial market : wide possibilities of choice between risk and return

Feijó, Ricardo - In: International journal of economics and finance 12 (2020) 8, pp. 40-51

Persistent link: https://www.econbiz.de/10012425900

Volatility modeling of the JSE all share index and risk estimation using the Bayesian and frequentist approaches

Sigauke, Casto - In: Economics, management and financial markets 11 (2016) 4, pp. 33-48

Persistent link: https://www.econbiz.de/10011868092

Optimal strategies for ESG portfolios

Alessandrini, Fabio; Jondeau, Eric - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 114-138

Persistent link: https://www.econbiz.de/10012517347

Selection of the right risk measures for portfolio allocation

Nguyen, Thanh - In: International journal of monetary economics and finance 7 (2014) 2, pp. 135-156

Persistent link: https://www.econbiz.de/10010531305

Comparing market risk of indian balanced, small and mid cap and large cap funds

Biswas, Suparna; Dutta, Santanu - In: Finance India : the quarterly journal of Indian … 36 (2022) 2, pp. 603-620

Persistent link: https://www.econbiz.de/10013475253

Risks from investing in open-ended mutual funds : impact of net asset value

Zebrowska-Suchodolska, Dorota - In: Montenegrin journal of economics 19 (2023) 4, pp. 19-29

Persistent link: https://www.econbiz.de/10014427890

Donors change both their level and pattern of giving in response to contests among charities

Deck, Cary A.; Murphy, James J. - In: European economic review : EER 112 (2019), pp. 91-106

Persistent link: https://www.econbiz.de/10012237767

Toward an optimal asset allocation for charitable remainder trusts

Delorme, Luke F.; St. Peter, David F. - In: Nonprofit management & leadership 27 (2016) 2, pp. 273-285

Persistent link: https://www.econbiz.de/10011637060

Dependent risk factors

Giese, Götz - In: CreditRisk+ in the banking industry, (pp. 153-165). 2004

Persistent link: https://www.econbiz.de/10002108699