Similar Search Results

The influence of affect on stock price volatility: new theory and evidence

Olsen, Robert A. - In: Qualitative Research in Financial Markets 4 (2012) June, pp. 26-35

risk perceptions and expected returns. Thus, new good or bad information has an amplified effect on stock valuations. In … primary implications are that ex ante perceptions of risk and return vary inversely and that affect has a strong influence on … valuation. This means that simple statistical measures of risk are unlikely to fully capture risk perceptions and that market …

Persistent link: https://www.econbiz.de/10010595594

Comparative Analysis Between the Portfolio Theory and Investor Praxis

GRIGORESCU, Judith - In: Romanian Statistical Review Supplement 60 (2012) 1, pp. 99-103

Modern Portfolio Theory was initially introduced by Markowitz in 1950-1960 and further developed by Tobin and Sharpe, representing the first step in the direction of modern financial theory. The main problem the investors are confronted with is how much to invest in each action and the...

Persistent link: https://www.econbiz.de/10010596218

Attitudes to Economic Risk-Taking

DINU, Ana-Maria - In: Romanian Statistical Review Supplement 60 (2012) 1, pp. 141-144

by perception. This phrase forms a working definition of risk attitude, which is a choice made by a given individual or …

Persistent link: https://www.econbiz.de/10010596241

Financial Diagnosis of Enterprise’s Profitability and Risks

ANGHELACHE, Constantin; MARINESCU, Radu Titus; MANOLE, … - In: Romanian Statistical Review Supplement 60 (2012) 2, pp. 250-255

The evaluation of profitability and risk for a commercial company occupies a central place in the financial analyses …

Persistent link: https://www.econbiz.de/10010596243

CAPM Model Used in Risk Analysis on the Capital Market

VOINEAGU, Vergil; CULETU, Danut - In: Romanian Statistical Review Supplement 60 (2012) 2, pp. 419-423

is an offer not to be ignored. However, financial agents and managers must be aware that risk is a constant presence in …

Persistent link: https://www.econbiz.de/10010596256

Conventional (stochastic) Decision Tree

ANGHELACHE, Constantin; MITRUT, Constantin; NUTA, Oana; … - In: Romanian Statistical Review Supplement 60 (2012) 2, pp. 341-343

The decision tree views projects not only as a linear series of cash flows, but a tree-like model is developed, able to aid in forecasting the probable decision to be taken in a certain environment.

Persistent link: https://www.econbiz.de/10010596267

VaR (Value at Risk) Model

VOINEAGU, Vergil; CULETU, Danut - In: Romanian Statistical Review Supplement 60 (2012) 2, pp. 328-332

The VaR model represents a significant progress in risk analysis, among the improvements it brings we can outline the … attempt to measure risk itself in terms of an eventual loss, instead of focusing on gain-based approach. …

Persistent link: https://www.econbiz.de/10010596272

Experience of technological and natural disasters and their impact on the perceived risk of nuclear accidents after the Fukushima nuclear disaster in Japan 2011: A cross-country an...

Yamamura, Eiji - In: Journal of Behavioral and Experimental Economics … 41 (2012) 4, pp. 360-363

experience of such disasters affects the perception of the risk of nuclear accidents. Estimation results show that the perceived … risk of a nuclear accident is positively associated with experiencing technological disasters but not with that of natural …

Persistent link: https://www.econbiz.de/10010597556

Stochastic dominance based comparison for system selection

Batur, D.; Choobineh, F. - In: European Journal of Operational Research 220 (2012) 3, pp. 661-672

We present two complementing selection procedures for comparing simulated systems based on the stochastic dominance relationship of a performance metric of interest. The decision maker specifies an output quantile set representing a section of the distribution of the metric, e.g., downside or...

Persistent link: https://www.econbiz.de/10010597616

Living Within Conflicts: Risk of Violence and Livelihood Portfolios

Rockmore, Marc - Households in Conflict Network - 2012

shifts in the composition and levels of assets are one of the primarily paths by which conflict-risk lowers welfare. …

Persistent link: https://www.econbiz.de/10010598212