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A Quest for Small-Firm Effect : Evidence from KLSE Second Board

Mahmood, Wan Mansor - 2012

A myriad of empirical studies conducted in developed markets indicate the existence of small-firm effect. This study is undertaken to investigate the presence of firm effect in emerging markets such as Malaysia Bourse (formerly known as Kuala Lumpur Stock Exchange). Applying the method used by...

Persistent link: https://www.econbiz.de/10013104132

Multiyear Risk of Credit Losses in SME Portfolios

Hamerle, Alfred - 2013

We model multiyear loss distributions based on credit scores and macroeconomic risk drivers. In a two-step approach, we first model future default probabilities as functions of these risk factors and, second, model processes for the risk factors themselves. As an essential extension to one-year...

Persistent link: https://www.econbiz.de/10013073484

A Grounded Theory of Portfolio Working : Experiencing the Smallest of Small Businesses

Clinton, Michael - 2009

constructivist groundedtheory methodology, this studydevelops a model and theory about thenature of portfolio work and the ways in …

Persistent link: https://www.econbiz.de/10013154894

Financial Risk Management, Funding Options and SMEs in India

Srinivasan, Padma - 2009

SMEs have a key role of building a creative and progressive nation. The industrial engines of Japan, China, US, Germany … and Taiwan are also driven by the SME sector. Finance/credit is the most critical component in any business process. Any … industrial sector cannot work to its full capacity without adequate flow of funds. The SME sector is working with low capacity …

Persistent link: https://www.econbiz.de/10013156347

Should You Tilt Your Equity Portfolio to Smaller Countries?

Fisher, Gregg S. - 2019

In this article, the authors examine the relation between country size, measured as the aggregate market capitalization of the listed stocks in a country, and individual stock returns. They find that stocks from small countries tend to have higher average returns than stocks from large...

Persistent link: https://www.econbiz.de/10012900419

Many a Little Makes a Mickle : Macro Portfolio Stress Test for Small and Medium-Sized German Banks

Busch, Ramona - 2016

We develop a macroeconomic portfolio stress test that is specifically geared towards small and medium-sized banks. We combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model with an income stress test in the form of dynamic panel...

Persistent link: https://www.econbiz.de/10012988681

The COVID-19 outbreak and risk-return spillovers between main and SME stock markets in the Mena region

Al-Nassar, Nassar S.; Makram, Beljid - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-28

and medium-sized enterprise (SME) stock markets in Saudi Arabia and Egypt for the periods before and during the COVID-19 … spillovers between the main and SME stock markets are limited to Saudi Arabia, shock and volatility spillovers have different … characteristics and dynamics in both main-SME market pairs. In addition, the dynamic correlations between the main and SME markets are …

Persistent link: https://www.econbiz.de/10012804860

Why Small Portfolios Are Preferable and How to Choose Them

Cesarone, Francesco - 2018

One of the fundamental principles in portfolio selection models is minimization of risk through diversification of the investment. However, this principle does not necessarily translate into a request for investing in all the assets of the investment universe. Indeed, following a line of...

Persistent link: https://www.econbiz.de/10012922949

Fintech credit risk assessment for SMEs : evidence from China

Huang, Yiping; Zhang, Longmei; Li, Zhenhua; Qiu, Han; … - 2020

Promoting credit services to small and medium-size enterprises (SMEs) has been a perennial challenge for policy makers …. Furthermore, the fintech approach benefits SMEs that are smaller and in smaller cities, hence complementing the role of banks by …

Persistent link: https://www.econbiz.de/10012391582

Determinants of the risk-taking attitude among small equity investors

Ali, Imran; Al-Sabaan, Saleh; Mandurah, Saud - 2020

Persistent link: https://www.econbiz.de/10012420507